Definition. Price return per bar at the selected resolution (weekly by default) — green columns for positive periods, red for negative — plotted beneath price (black). Grey bands mark one standard deviation around the long-run mean return.

Technical. The columns and bands are constructed as follows:

• Return = percent_change(Price, 1) at the active resolution
• Positive returns (green) are capped at +100% for display, so extreme early-history bars do not compress the axis; negative returns (red) are shown in full
• Bands = cummean(Return) ± cumstd(Return) — an expanding mean and standard deviation over all bars since inception

Interpretation. This view turns the price series into a distribution of period returns, making the market's rhythm easier to read than a cumulative price chart. Runs of same-colored columns show momentum and trend persistence, while alternating colors indicate chop. The ±1σ bands provide statistical context: bars closing beyond them are outsized moves relative to the asset's own full history, and clusters of such bars are characteristic of high-volatility regime shifts. Because the bands are expanding (computed since inception), they move slowly and reflect the asset's long-run return profile rather than recent conditions. Switching chart resolution reprices everything — the same construction serves daily, weekly or monthly return analysis.

Notes. Built from Price. Rolling multi-window performance is charted in Quarterly, Monthly and Weekly Price Performance, and long-horizon compounding in 4yr Compound Annual Growth Rate.