As we have benchmark option, It will be helpful to analyze where do we stand on rolling returns point of view with investments and benchmark rolling return. As we have all the data points needed, it will be helpful to analyze the performance.
Perhaps read the manual, in particular the section about the reporting period.
Would be nice if we have a chart something like this for benchmarks.
The chart compares the benchmark and fund for a monthly, quarterly, half yearly, 1Y, 3Y and 5Y period of rolling return.
Rolling return is calculated for a particular period continuously (or fixed frequency). Simply put, it is like calculating trailing returns daily.
Will it be nice to test the strategies with back testing?
1 Like