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.

Cách tính toán

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

Chỗ dễ gây hiểu lầm

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.

So sánh với cổ phiếu, và lý do so sánh đó không phù hợp

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.

Đọc giá trị cao hoặc thấp

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.