90-Day Total Return

The ninety-day return covers roughly a quarter and is the shortest window most research treats as a period rather than an episode. It compares today's composite price with the composite price ninety days ago. Rewards from staking and any airdrops received during the quarter are not included.

How it is computed

(price now / price 90 days ago - 1) x 100

Where it misleads

Ninety days is long enough for the asset itself to change in substance: a governance vote that turns on a fee switch, cuts emissions, or alters staking parameters can mean the token at the start of the window is not the token at the end. Providers backfill and restate history differently when they add or drop a venue, which quietly changes the start price of a window this long. For assets that experienced a chain upgrade or contract migration inside the window, the series may be stitched across two different instruments. As with all figures here, staking rewards are excluded.

The equity comparison, and why it fails

Quarterly total return; equity quarters align with a reporting calendar and audited disclosures, while a rolling ninety days in digital assets aligns with nothing and is not accompanied by any periodic financial statement.

Reading a high or a low value

A positive figure means the price is above its level ninety days ago and a negative one means below. It describes one rolling quarter, not a repeatable rate.