Rolling Investment Returns Calculator
Compare compounded returns across every equal-length historical window.
YOUR CALCULATION
Result
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Calculation steps
Work through one step at a time or reveal the complete calculation. The steps use your current inputs.
How to calculate
Move a fixed-length window one observation at a time and compound its simple-return factors. Annualize each window using the same entered frequency.
Window return=product(1+r)−1; annualized=(1+window return)^(frequency/window length)−1
Worked example
For returns +10%, −10%, +5% and a two-observation window, the two window returns are −1% and −5.5%.
Assumptions and input details
Windows overlap and are not independent samples. Observations have equal spacing and use a consistent total-return basis. A −100% return makes every window containing it a total loss. Annualizing a short window magnifies results and does not predict future performance. 2–500 observations. No live market data or national tax rules are inferred. Enter consistent amounts in one currency unless explicitly stated otherwise.
References: GIPS: return calculation methodology
Using this calculator
Can I enter my own problem?
Yes. Replace the example values with your own inputs. The result, calculation steps, tables and applicable diagrams update from those inputs. Blank or invalid values clear the result; example values are never silently substituted for missing inputs.
Are the results exact?
Results use floating-point arithmetic and displayed rounding. Read the formula, assumptions and any stated data precision before interpreting the result.
Is my input uploaded?
The calculation runs in your browser. No account, file upload or external AI service is required. Inputs are not saved between page reloads.
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