Skip to main content
Module tracking_error
nautilus_
analysis
0.60.0
Module tracking_
error
Module Items
Structs
In nautilus_
analysis::
statistics
nautilus_analysis
::
statistics
Module
tracking_
error
Copy item path
Source
Expand description
Tracking error statistic (benchmark-relative).
Structs
ยง
Tracking
Error
Calculates the tracking error of portfolio returns relative to a benchmark.