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.

Wie es berechnet wird

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

Wo es irreführt

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.

Der Aktienvergleich und warum er scheitert

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.

Einen hohen oder niedrigen Wert lesen

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.