Rolling Returns

Rolling Returns

Annualized returns for a given number of years. For example, if one holds a stock for 15 years, one refers to its returns in annualized terms as rolling returns.
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References in periodicals archive ?
For example, three-year rolling returns from December 1975 through June 2017 show that more than 60% of actively managed blend funds beat their index counterparts when average annual market returns were 5.6% and 68% outperformed when returns were negative, but less than 40% outperformed when average market returns were 20%.
However, the fund has delivered negative 12-month rolling returns since 3Q14, suffering from drawdowns in 2014 (significant short position on US rates) and, to a lesser extent, 2015 (higher bond correlation).
If you look at a chart of the 10-year rolling returns on a Barclay's aggregate investment versus the yield, you'd see that the returns and yields were closely aligned.
3) Emphasize 5-year rolling returns instead of the DOL mandated (and often misleading) 1-, 5- and 10-year snapshot- in-time performance figures.
One positive, though, is that it has been able to consistently beat its benchmark, the BSE 100 index, in terms of three-year rolling returns since April 2012.