murali menon feanor0hotmailcom folks better way convert daily series price returns monthly one follows libraryxts xtsrnorm100 100 orderby asdate1100 difftomonthlycumsuma 4 4 close levels problem entire first month returns lost owing differencing would prefix first months returns manually seems bit ugly original series levels theres issue course instance returns series cheers murali _________________________________________________________________ contest ______________________________________________ rhelprprojectorg mailing list httpsstatethzchmailmanlistinforhelp please read posting guide httpwwwrprojectorgpostingguidehtml provide commented minimal selfcontained reproducible code wed 06 aug 2008 151548 0000 r price returns conversion