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tracking_error

Function tracking_error 

Source
pub fn tracking_error(
    asset_returns: &[f64],
    benchmark_returns: &[f64],
    periods_per_year: f64,
) -> Option<f64>
Expand description

Compute the tracking error vs a benchmark: annualised standard deviation of (asset − benchmark) periodic returns.

Returns None when the series differ in length or fewer than 2 aligned observations are available.