Rolling Returns Calculator

Work out rolling returns instantly with clear inputs, formula shown and shareable results.

About Rolling Returns Calculator

Rolling returns compute the annualised result for every possible start date of a given window, which removes the luck of a single start and end point. The spread between best and worst window is the honest picture of an investment's consistency.

Formula

Rolling window CAGR

For each start: (Π(1+rₖ))^(1/w) - 1 over the w years in the window

Worked example

With the default values below, Rolling Returns Calculator returns Average Rolling Return of 9.787%. Change any input above and every figure here is recalculated in your browser.

Inputs used

Annual Returns (comma separated %): 12, 18, -5, 22, 9, 14, -3, 20, 7, 11
Rolling Window In Yearsaccepts 1–20: 3

Results

Average Rolling Return: 9.787%
Best Rolling Window: 14.876%
Worst Rolling Window: 6.423%
Number Of Windows Measured: 8

Step by step

1Values used
2Rolling window CAGR
3Average Rolling Return= 9.787
4Best Rolling Window= 14.876
5Worst Rolling Window= 6.423
6Number Of Windows Measured= 8

Assumptions and limits

The result is derived only from the 2 inputs listed above. Anything not among them is not part of the calculation.
In particular, this calculator does not take inflation, tax or fees or charges into account.
Figures are rounded for display to 3 decimal places, so totals built from several rounded parts can differ slightly from the unrounded arithmetic.
Figures are estimates for planning only. Market returns are not guaranteed, and rates, limits and tax rules change. This is not financial or tax advice — speak to a qualified adviser before acting.
This is an estimate for general information and not professional financial, tax or legal advice. See the full disclaimer for the limits that apply to this kind of calculator.

How these calculators are built and tested is described on the Methodology page. If a figure looks wrong, please report it.

Figures are estimates for planning only. Market returns are not guaranteed, and rates, limits and tax rules change. This is not financial or tax advice — speak to a qualified adviser before acting.

Frequently Asked Questions

Why are rolling returns better than point-to-point?

A single period can be flattered or ruined by its start date. Rolling windows show the range of experiences investors actually had.

What window length should be used?

Match it to your holding period — three and five years for equity funds, one year for short-term products.