x <- df %>%
  group_by(ID) %>%
  mutate(delt_returns = Delt(price))

> tail(stack)
Source: local data table [6 x 4]

# A tibble: 6 x 4
  ID       date       price begin_date
  <chr>    <date>     <dbl> <date>
1 83186520 2016-04-25  79.4 2016-02-19
2 83186520 2016-04-26  80.0 2016-02-19
3 83186520 2016-04-27  79.2 2016-02-19
4 83186520 2016-04-28  77.3 2016-02-19
5 83186520 2016-04-29  77.2 2016-02-19
6 83186520 2016-05-02  78.6 2016-02-19

df <- structure(list(ID = c("80865510", "80865510", "80865510", "80865510",
"80865510", "80865510", "80865510", "80865510", "80865510", "80865510",
"80865510", "80865510", "80865510", "80865510", "80865510", "80865510",
"80865510", "80865510", "80865510", "80865510", "80865510", "80865510",
"80865510", "80865510", "80865510", "80865510", "80865510", "80865510",
"80865510", "80865510", "80865510", "80865510", "80865510", "80865510",
"80865510", "80865510", "80865510", "80865510", "80865510", "80865510",
"80865510", "80865510", "80865510", "80865510", "80865510", "80865510",
"80865510", "80865510", "80865510", "80865510", "02581610", "02581610",
"02581610", "02581610", "02581610", "02581610", "02581610", "02581610",
"02581610", "02581610", "02581610", "02581610", "02581610", "02581610",
"02581610", "02581610", "02581610", "02581610", "02581610", "02581610",
"02581610", "02581610", "02581610", "02581610", "02581610", "02581610",
"02581610", "02581610", "02581610", "02581610", "02581610", "02581610",
"02581610", "02581610", "02581610", "02581610", "02581610", "02581610",
"02581610", "02581610", "02581610", "02581610", "02581610", "02581610",
"02581610", "02581610", "02581610", "02581610", "02581610", "02581610",
"83269640", "83269640", "83269640", "83269640", "83269640", "83269640",
"83269640", "83269640", "83269640", "83269640", "83269640", "83269640",
"83269640", "83269640", "83269640", "83269640", "83269640", "83269640",
"83269640", "83269640", "83269640", "83269640", "83269640", "83269640",
"83269640", "83269640", "83269640", "83269640", "83269640", "83269640",
"83269640", "83269640", "83269640", "83269640", "83269640", "83269640",
"83269640", "83269640", "83269640", "83269640", "83269640", "83269640",
"83269640", "83269640", "83269640", "83269640", "83269640", "83269640",
"83269640", "83269640", "69351T10", "69351T10", "69351T10", "69351T10",
"69351T10", "69351T10", "69351T10", "69351T10", "69351T10", "69351T10",
"69351T10", "69351T10", "69351T10", "69351T10", "69351T10", "69351T10",
"69351T10", "69351T10", "69351T10", "69351T10", "69351T10", "69351T10",
"69351T10", "69351T10", "69351T10", "69351T10", "69351T10", "69351T10",
"69351T10", "69351T10", "69351T10", "69351T10", "69351T10", "69351T10",
"69351T10", "69351T10", "69351T10", "69351T10", "69351T10", "69351T10",
"69351T10", "69351T10", "69351T10", "69351T10", "69351T10", "69351T10",
"69351T10", "69351T10", "69351T10", "69351T10", "60871R20", "60871R20",
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"60871R20", "60871R20", "60871R20", "60871R20", "60871R20", "60871R20",
"60871R20", "60871R20", "60871R20", "60871R20", "60871R20", "60871R20",
"60871R20", "60871R20", "60871R20", "60871R20", "60871R20", "60871R20",
"60871R20", "60871R20", "60871R20", "60871R20", "60871R20", "60871R20",
"60871R20", "60871R20", "60871R20", "60871R20", "60871R20", "60871R20",
"83186520", "83186520", "83186520", "83186520", "83186520", "83186520",
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"83186520", "83186520", "83186520", "83186520", "83186520", "83186520",
"83186520", "83186520"), date = structure(c(NA, NA, NA, NA, NA,
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