Ask XRP history a better question.
Explore canonical daily observations, calculate historical investment outcomes, browse drawdowns, and connect market behavior with verified events.
UTC dates · deterministic calculations · revisioned source provenanceEnable the approved Coin Metrics Community connector in Market Intelligence and run the backfill. Empty charts remain explicit until verified observations exist.
Open Market Intelligence admin →Separate XRP-specific catalysts from market contagion.
Verified shocks, failures, regulatory actions, and regime shifts use event windows when effects unfolded across several UTC days.
SEC files civil action
The litigation period begins. The chart describes coincident market behavior and does not establish causation.
- Event day
- —— abnormal vs total market
- 1-day return
- —— abnormal vs total market
- 3-day return
- —— abnormal vs total market
- 7-day return
- —— abnormal vs total market
- 30-day return
- —— abnormal vs total market
What if I invested?
Awaiting canonical dataThe calculator uses the first available completed UTC observation on or after your date.
Largest declines
Drawdowns appear after history is backfilled.
Ranked calendar periods
Rankings populate from canonical observations.
Where XRP ranked
Historical rank data unavailable. XRPAuthority suppresses rank statistics until at least two valid sourced observations exist.
XRP on August 24
Loading prior years…
Every number should be reproducible.
BTC, ETH, and XRP price, market capitalization, and reported spot volume use Coin Metrics Community API metrics PriceUSD, CapMrktCurUSD, and volume_reported_spot_usd_1d at the 1-day UTC frequency. Coin Metrics aggregation and supply methodology can differ from CoinGecko and other providers. Canonical observations retain provider, retrieval timestamp, payload hash, import run, revision, and quality flags; derived values use deterministic market-v2 calculations. Event-window returns and 1-, 3-, 7-, and 30-day abnormal returns use total crypto market performance as the benchmark.