Calculator Inputs
Use one date and one value per line. Keep the data sorted in ascending order.
Example Data Table
This sample uses monthly NAV values. You can paste the same structure directly into the calculator.
| Date | NAV / Price |
|---|---|
| 2021-01 | 100.00 |
| 2021-02 | 102.00 |
| 2021-03 | 101.00 |
| 2021-04 | 105.00 |
| 2021-05 | 107.00 |
| 2021-06 | 109.00 |
| 2021-07 | 111.00 |
| 2021-08 | 114.00 |
| 2021-09 | 113.00 |
| 2021-10 | 118.00 |
| 2021-11 | 121.00 |
| 2021-12 | 124.00 |
Formula Used
Rolling window return from NAV or prices: (Ending Value / Starting Value) - 1
Rolling window return from periodic returns: [(1+r1) × (1+r2) × ... × (1+rn)] - 1
Annualized rolling return: (Growth Multiple)^(1 / Years) - 1
Future value for the selected starting amount: Starting Amount × Growth Multiple
The calculator evaluates every possible rolling window of the chosen length, then summarizes average, median, standard deviation, best span, worst span, positive ratio, CAGR, and drawdown.
How to Use This Calculator
- Choose whether your data represents NAV values or periodic returns.
- Select the frequency that matches your data, such as monthly or weekly.
- Enter the rolling window length. For monthly data, 12 means one year.
- Paste one date and one value per line in ascending order.
- Enable annualization when you want yearly comparable rolling results.
- Set a starting amount if you want projected window end values.
- Submit the form to view summary metrics, the Plotly graph, and the detailed results table.
- Use the CSV and PDF buttons to save the report.
Frequently Asked Questions
1) What are rolling returns?
Rolling returns measure performance across repeated overlapping windows. Instead of checking only one start date, they show how outcomes changed for many entry points across the same holding period.
2) Why are rolling returns useful for investors?
They reduce start-date bias. A single point-to-point return can look unusually strong or weak. Rolling analysis shows typical, best, and worst experiences across multiple market entry dates.
3) Should I use NAV mode or returns mode?
Use NAV mode when you have prices, fund NAVs, or index levels. Use returns mode when each row already represents a periodic gain or loss, such as monthly percentage returns.
4) What does annualizing change?
Annualizing converts the chosen window result into a yearly equivalent growth rate. This helps compare windows of different frequencies on a consistent annual basis.
5) Why can the best and worst windows differ so much?
Market sequence matters. A window that begins after a decline can look excellent, while one that starts near a peak may look weak. Rolling analysis reveals that dispersion clearly.
6) What does positive windows mean?
Positive windows is the share of calculated rolling periods that ended with zero or higher return. It helps estimate how often a strategy rewarded that holding period historically.
7) Can I use weekly or daily data?
Yes. Select the matching frequency first. The calculator uses that frequency to annualize results and interpret how many periods belong to one year.
8) Does this calculator predict future returns?
No. It summarizes historical patterns from your dataset. Past rolling behavior can support analysis, but it cannot guarantee future investment performance or risk outcomes.