Research beta · 2026 vintage
The cross-section of Indian stock returns
Explore portfolio returns constructed from Indian equities. Start with a standard academic sort, then test how universe, breakpoints, rebalancing, weighting, and turnover rules alter the result.
Selected anomaly
Return history
Growth of ₹1, before transaction costs.
Monthly observations
What the library does
Every series is generated by the project’s R research pipeline. The browser filters completed outputs; it does not estimate a new portfolio. Missing portfolio months remain missing rather than becoming zero returns.
Important distinction
Beginner-mode net returns use stock-level portfolio spreads and turnover. Advanced-mode net returns use a common same-month spread proxy so methods can be compared consistently. The interface labels both sources.
Use with care
Results do not include market impact, short-borrow fees, taxes, or capacity. Download the series and inspect the long and short legs before drawing an implementation conclusion.