Jelly, 9 bytes
PÐƤ⁹L¤ƤḋM
A dyadic link which yields a list of all the maximal starting 1-based indices.
(or ṡL}PÐƤ€ḋM)
How?
PÐƤ⁹L¤ƤḋM - Link: list of returns, list of nominal investments
Ƥ - for infixes of (the returns)...
- ...of length:
¤ - nilad followed by links as a nilad:
⁹ - chain's right argument (nominals)
L - length
- ...do:
ÐƤ - for post-fixes:
P - product
ḋ - dot-product (each) with (the nominals)
M - maximal indices