Is it possible that you overwrote the function Return.calculate?  Or, that
you overwrote retorig before you merged?  What is the output if you enter
Return.calculate?  i.e. what source code do you have for that function?

I can't replicate your problem:

> getSymbols("^GSPC", from="1990-01-01")
[1] "GSPC"
> retorig<-Return.calculate(Cl(GSPC),method="simple")
> retroc<-ROC(Cl(GSPC), type="discrete")
>
> identical(retorig,retroc)
[1] TRUE
> strategiestest<-merge(retorig,retroc)
> head(strategiestest)
             GSPC.Close GSPC.Close.1
1990-01-02           NA           NA
1990-01-03 -0.002585560 -0.002585560
1990-01-04 -0.008613000 -0.008613000
1990-01-05 -0.009756235 -0.009756235
1990-01-08  0.004514480  0.004514480
1990-01-09 -0.011786653 -0.011786653
> which(strategiestest[,1]!=strategiestest[,2])
integer(0)




On Sun, Jun 12, 2011 at 3:20 PM, Costas Vorlow <costas.vorlow@gmail.com>wrote:

> Hi,
>
> I am having a bit of trouble with  the following code:
>
> require(PerformanceAnalytics)
> require(quantmod)
>
> getSymbols("^GSPC", from="1990-01-01")
>
>        retorig<-Return.calculate(Cl(GSPC),method="simple")
>        retroc<-ROC(Cl(GSPC), type="discrete")
>
> strategiestest<-merge(retorig,retroc)
> charts.PerformanceSummary(strategiestest, geometric=FALSE, wealth.index)
>
>
> shouldn't in the above example retorig=retroc?
>
> retorig appears to be 0....
>
>
> > head(strategiestest)
>           GSPC.Close GSPC.Close.1
> 1990-01-02          0  0.000000000
> 1990-01-03          0 -0.002585560
> 1990-01-04          0 -0.008613000
> 1990-01-05          0 -0.009756235
> 1990-01-08          0  0.004514480
> 1990-01-09          0 -0.011786653
> >
>
>
> Many thanks in advance,
> Costas
>
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