Back to Finance

Rolling Return Calculator

Calculate rolling period returns (1-year, 3-year, 5-year) from a time series to assess performance consistency.

Rolling Return Calculator

Compute rolling period returns (1-year, 3-year, 5-year, 10-year) from a time series to assess performance consistency.

Related Calculators

Portfolio analytics

Portfolio Drawdown

Path risk metrics.

Tracking Difference

Fund vs benchmark.

Sharpe Ratio

Risk‑adjusted return.

Tangency Portfolio

Max Sharpe mix.

Guide

Use rolling returns to assess performance consistency across different time horizons

  • Paste a series of periodic returns (daily, monthly, or annual) as comma or newline-separated values.
  • Rolling returns show how performance varies over different starting points, revealing consistency and volatility.
  • Lower standard deviation in rolling returns indicates more consistent performance across periods.
  • Compare mean vs median to spot skewness—large gaps suggest asymmetric return distributions.
  • Use multiple rolling periods (1-year, 3-year, 5-year) to understand short-term vs long-term performance patterns.

Frequently Asked Questions

Rolling returns, performance consistency, and time series analysis

What are rolling returns?

Rolling returns calculate the return over a fixed period (e.g., 3 years) starting from each possible date in your data, showing how performance varies by entry point.

Why use rolling returns instead of point-to-point?

Rolling returns eliminate start/end date bias and reveal performance consistency across different market cycles and entry points.

How many data points do I need?

You need at least as many periods as your rolling window (e.g., 36 monthly returns for 3-year rolling). More data provides more rolling periods and better statistics.

What does a high standard deviation in rolling returns mean?

High volatility in rolling returns indicates inconsistent performance—returns vary significantly depending on when you start the period.

Should I use mean or median rolling return?

Median is less affected by outliers. Large gaps between mean and median suggest skewed distributions or extreme periods.

How do I interpret the min/max range?

The range shows the best and worst outcomes over the rolling period. Wider ranges indicate higher uncertainty in period returns.

Can I compare different rolling periods?

Yes. Shorter periods (1-year) show short-term volatility; longer periods (5-year, 10-year) reveal long-term trends and consistency.

What frequency should I use?

Match your analysis needs: daily for intraday strategies, monthly for most portfolios, annual for long-term assessments.

How do rolling returns differ from CAGR?

CAGR is a single point-to-point metric. Rolling returns provide a distribution, showing how CAGR would vary across different start dates.

What if my data has gaps or missing values?

This tool expects complete series. For missing data, align dates first or use interpolation methods before calculating rolling returns.

Embed This Calculator

Add this calculator to your website or blog using the embed code below:

<div style="max-width: 600px; margin: 0 auto;"> <iframe src="https://mycalculating.com/category/finance/rolling-return-calculator?embed=true" width="100%" height="600" style="border:1px solid #ccc; border-radius:8px;" loading="lazy" title="Rolling Return Calculator Calculator by MyCalculating.com" ></iframe> <p style="text-align:center; font-size:12px; margin-top:4px;"> <a href="https://mycalculating.com/category/finance/rolling-return-calculator" target="_blank" rel="noopener"> Use full version on <strong>MyCalculating.com</strong> </a> </p> </div>
Open in New Tab

Rolling Return Calculator

Calculate rolling period returns (1-year, 3-year, 5-year) from a time series to assess performance consistency.

How to use Rolling Return Calculator

Step-by-step guide to using the Rolling Return Calculator:

  1. Enter your values. Input the required values in the calculator form
  2. Calculate. The calculator will automatically compute and display your results
  3. Review results. Review the calculated results and any additional information provided

Frequently asked questions

How do I use the Rolling Return Calculator?

Simply enter your values in the input fields and the calculator will automatically compute the results. The Rolling Return Calculator is designed to be user-friendly and provide instant calculations.

Is the Rolling Return Calculator free to use?

Yes, the Rolling Return Calculator is completely free to use. No registration or payment is required.

Can I use this calculator on mobile devices?

Yes, the Rolling Return Calculator is fully responsive and works perfectly on mobile phones, tablets, and desktop computers.

Are the results from Rolling Return Calculator accurate?

Yes, our calculators use standard formulas and are regularly tested for accuracy. However, results should be used for informational purposes and not as a substitute for professional advice.