Hi Kathy,
For setting the dates to rolling monthly you would have to re-create this reportlet and select a date range greater than one month.
Open the Conversion report and select a date range longer than one month (eg last 6 months)
Click on the Dashboard option on the top and Click 'Create New'
Add this reportlet in the dashboard from the layout.
You will now see the rolling monthly option in the date range.
Let me know if this works out for you. Thanks!
Tanmay