numeraire_dataset.zones.clean.daily_stock_excess_clean#

numeraire_dataset.zones.clean.daily_stock_excess_clean(stock: DataFrame, market_rf: DataFrame) → DataFrame[source]#

Subtract the same-date daily RF from one clean stock bucket.

Absent stock observations remain absent and later become explicit missing values when a caller reindexes to the market-session calendar. Every present stock date must have an RF row. beta_log_return is missing for source or excess returns at/below -100%, while the original total ret remains available for return accounting.