def ret(eqdata, **kwargs):
if '<STR_LIT>' not in kwargs:<EOL><INDENT>kwargs['<STR_LIT>'] = '<STR_LIT>'<EOL><DEDENT>result = growth(eqdata, **kwargs)<EOL>result.values[:, :] -= <NUM_LIT:1.><EOL>return result<EOL>
Generate a DataFrame where the sole column, 'Return',
is the return for the equity over the given number of sessions.

For example, if 'XYZ' has 'Adj Close' of `100.0` on 2014-12-15 and 
`90.0` 4 *sessions* later on 2014-12-19, then the 'Return' value
for 2014-12-19 will be `-0.1`.

Parameters
----------
eqdata : DataFrame
    Data such as that returned by `get()`
selection : str, optional
    Column from which to determine growth values. Defaults to
    'Adj Close'.
n_sessions : int
    Number of sessions to count back for calculating today's
    return. For example, if `n_sessions` is set to 4, return is
    calculated relative to the price 4 sessions ago. Defaults
    to 1 (price of previous session).
skipstartrows : int
    Rows to skip at beginning of `eqdata` in addition to the 1 row that must
    be skipped because the calculation relies on a prior data point.
    Defaults to 0.
skipendrows : int
    Rows to skip at end of `eqdata`. Defaults to 0.
outputcol : str, optional
    Name for column of output dataframe. Defaults to 'Return'.

Returns
----------
out : DataFrame

See Also
--------
:func:`growth`

Notes
----------
The interval is the number of *sessions* between the 2 values
whose ratio is being measured, *not* the number of days (which
includes days on which the market is closed).

The percentage gain or loss is measured relative to the earlier
date, but the index date is the later date. The index is chose because
that is the date on which the value is known. The percentage measure is because
that is the way for calculating percent profit and loss.