Trends/Statistics and risk

Rolling return

The percent change over a fixed window, such as 1 year, calculated for every date.

Statistics and riskBest on 3Y, 5Y, MAXAlso called trailing return

Illustration of the rolling return shape. It is a sketch, not real price data.

What it shows

A rolling return shows the gain or loss over the last N days for each day on the chart. A 252-day rolling return on a given day is the change in price over the past year.

Seeing the whole line shows how returns have varied, and not just the latest figure.

How we find it

The same code that draws it on your chart follows these steps, with the same result every time.

Pick the window (252 bars).
Return = close ÷ close 252 bars ago − 1.
Plot the series.
Show the best, worst and median.

Starting values: Window 252 bars. These are proposed and will be tuned on real price data before launch.

How to read it

The panel shows the 1-year return for every day.
The dashed line is zero.
The range shows how varied it has been.

Status labels you may see

Label	What it means
Positive	Return above 0.
Negative	Return below 0.
Near zero	Within ±2%.

What cancels it

Nothing cancels it.

What traders check next

Best and worst windows.
Share of windows that were positive.
Compare with the index.

Limits

Overlapping windows are not independent.
Window choice changes the answer.
Past returns are no forecast.

Try it in forecastviz

Open any ticker and choose Statistics and risk → Rolling return in the left menu.
Switch between 3Y, 5Y, MAX to see how the picture changes.
Compare with Rate of change and Drawdown on the same chart.

Open on a ticker

Questions

Why not just show the 1-year return?

The full line shows how it has changed.

Are overlapping windows an issue?

They make the line smooth but share the same data.