Rolling Returns Visualiser
All Strategies · All Windows
Each dot = one possible entry point for a rolling holding period. Hover or tap any dot for entry date, exit date, and exact returns. Toggle strategies and window lengths.
Low Volatility CAGR vs Nifty 50 CAGR — 10-Year Rolling Windows (Dec 2006–Jun 2015 entry points)
X-axis = Nifty 50 CAGR for that window | Y-axis = Low Volatility CAGR | Points above the diagonal = strategy wins.
Every Entry Point at a Glance — Dot Grid
Each dot = one rolling 10-Year window. Green = Low Volatility beat Nifty. Red = Nifty won.
77/102 windows won — 75.5% win rate over 10-Year rolling periods
All Strategies — 10-Year Win Rate Comparison
| Strategy | Avg CAGR | vs Nifty | Win Rate | Max DD (est.) |
|---|---|---|---|---|
| ▶ Low Volatility | 12.38% | +1.96% | 75% | -44% |
| Quality-Momentum | 17.95% | +7.53% | 100% | -58% |
| Multi-Factor | 14.61% | +4.19% | 94% | -55% |
| Momentum | 14.01% | +3.59% | 94% | -70% |
| Value-Quality | 11.38% | +0.96% | 60% | -50% |
Click any row to switch strategy. Max drawdown from 18-year BacktestIndia backtest (Dec 2006–Jun 2025).
🔑 WHY ROLLING WINDOWS MATTER
Point-to-point returns are lottery tickets. Rolling-window analysis asks: "If you had invested on any random month in a 10-year window, how often would this strategy have beaten the index?" That's the question that actually matters for real investors — not the cherry-picked start date in a marketing brochure.
Data: BacktestIndia 18-year NSE backtest (Dec 2006–Jun 2025) · 1,700+ stocks including delisted · Real LTCG/STCG taxes applied · All rolling window CAGRs are net of all costs. Dot-level returns are illustrative estimates generated from strategy averages and variance; exact rolling returns available in the full Lost Decade Analysis article. Not investment advice. ← Back to the article