<div>Dear All,</div>
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<div>I have a problem with Return.rebalancing() from PerformanceAnalytics after upgrading to the latest stable release v1.1.0.</div>
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<div>The below simple example was working wth previous versions but now returns the following error message:</div>
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<div><span style="TEXT-TRANSFORM:none;BACKGROUND-COLOR:rgb(50,50,50);TEXT-INDENT:0px;BORDER-COLLAPSE:separate;FONT:15px/17px 'Lucida Console';WHITE-SPACE:pre-wrap;LETTER-SPACING:normal;COLOR:rgb(255,255,255);WORD-SPACING:0px" class="Apple-style-span"><pre style="BORDER-BOTTOM-STYLE:none;LINE-HEIGHT:1.2;BORDER-RIGHT-STYLE:none;MARGIN:0px;OUTLINE-STYLE:none;FONT-FAMILY:'Lucida Console';WHITE-SPACE:pre-wrap!important;BORDER-TOP-STYLE:none;FONT-SIZE:11pt!important;BORDER-LEFT-STYLE:none" class="GNVMTOMCABB" tabindex="0">
<span style="WHITE-SPACE:pre;COLOR:rgb(204,120,51)" class="GNVMTOMCDBB ace_keyword">> </span><span style="COLOR:rgb(204,120,51)" class="GNVMTOMCHAB ace_keyword">testRet <- xts(cbind(c(0.10,-0.08,0.15), c(0.02,0.01,-0.01)),
</span><span style="WHITE-SPACE:pre;COLOR:rgb(204,120,51)" class="GNVMTOMCDBB ace_keyword">+ </span><span style="COLOR:rgb(204,120,51)" class="GNVMTOMCHAB ace_keyword">               <a href="http://order.by">order.by</a>=as.Date(c("2013-07-19","2013-07-26","2013-08-02")) )
</span><span style="WHITE-SPACE:pre;COLOR:rgb(204,120,51)" class="GNVMTOMCDBB ace_keyword">> </span><span style="COLOR:rgb(204,120,51)" class="GNVMTOMCHAB ace_keyword">names(testRet) <- c("equity", "bond")
</span><span style="WHITE-SPACE:pre;COLOR:rgb(204,120,51)" class="GNVMTOMCDBB ace_keyword">> </span><span style="COLOR:rgb(204,120,51)" class="GNVMTOMCHAB ace_keyword">
</span><span style="WHITE-SPACE:pre;COLOR:rgb(204,120,51)" class="GNVMTOMCDBB ace_keyword">> </span><span style="COLOR:rgb(204,120,51)" class="GNVMTOMCHAB ace_keyword">testWeights <- xts(cbind(c(0.2,0.3), c(0.8,0.7)),
</span><span style="WHITE-SPACE:pre;COLOR:rgb(204,120,51)" class="GNVMTOMCDBB ace_keyword">+ </span><span style="COLOR:rgb(204,120,51)" class="GNVMTOMCHAB ace_keyword">               <a href="http://order.by">order.by</a>=as.Date(c("2013-07-19","2013-07-26")) )
</span><span style="WHITE-SPACE:pre;COLOR:rgb(204,120,51)" class="GNVMTOMCDBB ace_keyword">> </span><span style="COLOR:rgb(204,120,51)" class="GNVMTOMCHAB ace_keyword">names(testWeights) <- c("equity", "bond")
</span><span style="WHITE-SPACE:pre;COLOR:rgb(204,120,51)" class="GNVMTOMCDBB ace_keyword">> </span><span style="COLOR:rgb(204,120,51)" class="GNVMTOMCHAB ace_keyword">
</span><span style="WHITE-SPACE:pre;COLOR:rgb(204,120,51)" class="GNVMTOMCDBB ace_keyword">> </span><span style="COLOR:rgb(204,120,51)" class="GNVMTOMCHAB ace_keyword">Return.rebalancing(testRet,testWeights)
</span><span style="COLOR:rgb(108,153,187)" class="GNVMTOMCLAB  ace_constant ace_language">Error in `[.xts`(result, 2:length(result)) : subscript out of bounds</span></pre></span></div>
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<div>Can you advise?</div>
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<div>Best,</div>
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<div>Paolo</div>