Definition. Rolling price performance over the trailing week, month and quarter (7/30/90 days), sampled daily: the quarterly return as a soft blue area, the monthly return as an indigo line, and the weekly return as a grey line, plotted beneath price (black).

Technical. Each trace is a trailing percentage change of the daily close:

• Quarterly Performance = percent_change(Price, 90) (blue area)
• Monthly Performance = percent_change(Price, 30) (indigo)
• Weekly Performance = percent_change(Price, 7) (grey)

Interpretation. The three windows decompose momentum across time horizons. The weekly trace reacts first and is the noisiest; the monthly trace filters to the prevailing swing; the quarterly area captures the macro trend backdrop. Alignment of all three in positive territory is characteristic of established uptrends, while a negative quarterly base with positive weekly readings describes counter-trend rallies within drawdowns (and vice versa for corrections within uptrends). Zero-line crossings of the slower windows have typically lagged but confirmed regime turns that the weekly window signalled earlier. Because all three are rolling returns, sharp moves also echo through the traces exactly one window-length later as the anomalous bar drops out of the lookback.

Notes. Built from Price. Per-bar return columns are charted in Period-over-Period Returns, and long-horizon compounding in 4yr Compound Annual Growth Rate.