title: How to calculate rolling cumulative product on Pandas DataFrame
body: <p>I have a time series of returns, rolling beta, and rolling alpha in a pandas DataFrame.  How can I calculate a rolling annualized alpha for the alpha column of the DataFrame?  (I want to do the equivalent to =PRODUCT(1+[trailing 12 months])-1 in excel)</p>
  
  <pre><code>            SPX Index BBOEGEUS Index    Beta      Alpha
  2006-07-31   0.005086    0.001910    1.177977   -0.004081
  2006-08-31   0.021274    0.028854    1.167670    0.004012
  2006-09-30   0.024566    0.009769    1.101618   -0.017293
  2006-10-31   0.031508    0.030692    1.060355   -0.002717
  2006-11-30   0.016467    0.031720    1.127585    0.013153
  </code></pre>
  
  <p>I was surprised to see that there was no "rolling" function built into pandas for this, but I was hoping somebody could help with a function that I can then apply to the df['Alpha'] column using pd.rolling_apply.</p>
  
  <p>Thanks in advance for any help you have to offer.</p>