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Returns does not seem to return what I expect.

I am trying to understand why Returns(window_length=136) is not giving what I would have suspected. I would think this gives (Today's Close - (Close 136 days ago))/(Close 136 days ago). But when I compare this to that I get a very different answer. One shows positive returns and the other negative and a different value. See Notebook.

Am I doing something wrong? Thanks.