7-Day Total Return

The seven-day return compares today's composite price with the composite price a week ago. It is long enough to look through a single volatile session and short enough to reflect current conditions. Like the other return figures on this site, it excludes staking rewards and airdrops.

How it is computed

(price now / price 7 days ago - 1) x 100

Where it misleads

A seven-day window always contains a weekend, when liquidity thins and a small number of trades can set the composite price at either end of the window. It also spans perpetual-futures funding resets and weekly options expiries, which produce mechanical patterns that have nothing to do with the asset. Because the start point is a rolling timestamp rather than a session close, the figure is sensitive to exactly when it is sampled. Excluded staking issuance means a staked position's change over the week is understated.

The equity comparison, and why it fails

One-week total return; the equity figure is measured close to close on an exchange calendar and includes distributions, while this is measured on continuous prices and excludes protocol rewards.

Reading a high or a low value

A positive figure means the price is above where it was seven days ago; a negative one means below. It measures change over one arbitrary week and not a trend.