Benchmark Comparison
Alpha analysis, tracking error, and information ratio vs major benchmarks
Select a benchmark to compare against, then review which strategies are outperforming (positive alpha) or underperforming (negative alpha) relative to the market. New here? Start with the Getting Started Guide or check the Glossary for unfamiliar terms.
Select Benchmark
Best Alpha
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Worst Alpha
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Avg Information Ratio
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Avg Tracking Error
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Alpha by Variant
| Variant | Name | Total Return | Benchmark Return | Alpha | Tracking Error | Info Ratio |
|---|---|---|---|---|---|---|
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Rolling 30-Day Alpha (Top 5 Variants)
Maximum Drawdown Comparison
Methodology
Alpha, tracking error, and information ratio computed from daily returns of each variant vs the selected benchmark. Drawdown comparison uses peak-to-trough analysis over the same period.
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