Regression from Oct 1994 - Aug 2014

Rm-Rf SMB HML Alpha R2
1.09 -0.07 0.61 -4.40% 0.817
Standard error 0.0347 0.0470 0.0496 0.0015
t-statistics 31.49 -1.50 12.41 -2.41

Fund Profile

Symbol DFCVX
Issuer Dimensional Fund Advisors
Type Mutual Fund
Region USA
Style Large Value

Rolling Charts:


Fund Returns from Oct 1994 - Aug 2014

Month RaR Rm-Rf SMB HML Rf
199410 1.66 1.34 -2.20 -2.36 0.38
199411 -4.43 -4.04 -0.17 -0.05 0.37
199412 0.98 0.87 0.05 0.26 0.44
199501 2.17 1.79 -2.96 1.64 0.42
199502 5.44 3.62 -0.33 0.38 0.40
199503 3.14 2.19 -0.37 -2.06 0.46
199504 3.70 2.12 -0.41 1.70 0.44
199505 3.14 2.90 -2.23 1.91 0.54
199506 2.24 2.72 3.06 -2.98 0.47
199507 4.17 3.72 2.21 -2.21 0.45
199508 2.86 0.55 1.84 1.92 0.47
199509 3.53 3.35 -2.07 -0.94 0.43
199510 -4.12 -1.52 -3.94 -0.11 0.47
199511 6.92 3.95 -0.82 0.33 0.42
199512 -1.22 1.03 0.37 1.41 0.49
199601 2.83 2.26 -2.48 0.40 0.43
199602 1.38 1.33 2.05 -2.33 0.39
199603 3.57 0.73 1.30 1.28 0.39
199604 1.48 2.06 4.89 -4.05 0.46
199605 1.62 2.37 3.16 -1.40 0.42
199606 -2.86 -1.14 -3.64 1.92 0.40
199607 -4.58 -5.97 -3.59 4.38 0.45
199608 3.95 2.77 2.30 -0.57 0.41
199609 1.98 5.01 -0.82 -3.76 0.44
199610 3.24 0.87 -4.11 4.82 0.42
199611 7.21 6.25 -3.60 0.16 0.41
199612 -3.95 -1.70 3.08 0.99 0.46
199701 3.50 4.99 -1.52 -2.33 0.45
199702 1.91 -0.49 -2.61 4.69 0.39
199703 -4.47 -5.03 -0.32 3.86 0.43
199704 3.17 4.04 -5.19 -1.02 0.43
199705 7.76 6.74 4.83 -4.38 0.49
199706 3.13 4.10 1.50 0.72 0.37
199707 9.88 7.33 -2.52 -0.13 0.43
199708 -1.44 -4.15 7.34 1.37 0.41
199709 5.23 5.35 2.68 -0.25 0.44
199710 -5.09 -3.79 -0.79 2.21 0.42
199711 0.97 2.99 -5.07 1.01 0.39
199712 -3.86 1.32 -2.40 3.84 0.48
199801 1.25 0.14 -0.94 -2.07 0.43
199802 8.80 7.03 0.32 -0.86 0.39
199803 5.58 4.77 -0.99 1.23 0.39
199804 0.54 0.73 0.48 0.27 0.43
199805 -0.86 -3.06 -3.54 4.12 0.40
199806 -0.32 3.18 -3.15 -2.22 0.41
199807 -3.47 -2.46 -4.92 -1.15 0.40
199808 -18.22 -16.08 -5.75 5.24 0.43
199809 5.09 6.15 -0.15 -3.88 0.46
199810 8.12 7.13 -3.20 -2.77 0.32
199811 6.30 6.09 1.14 -3.43 0.31
199812 -6.04 6.15 -0.30 -4.70 0.38
199901 1.94 3.50 0.86 -5.56 0.35
199902 -2.62 -4.08 -5.55 1.56 0.35
199903 3.30 3.45 -3.84 -2.93 0.43
199904 10.52 4.34 3.18 2.45 0.37
199905 -0.11 -2.46 3.64 2.69 0.34
199906 1.71 4.77 3.45 -4.19 0.40
199907 -4.21 -3.47 2.25 0.51 0.38
199908 -3.52 -1.38 -1.32 -0.95 0.39
199909 -5.47 -2.81 3.16 -2.98 0.39
199910 3.86 6.13 -6.78 -3.24 0.39
199911 -1.62 3.37 7.78 -8.02 0.36
199912 -13.68 7.72 7.01 -9.20 0.44
200001 -7.10 -4.73 4.37 0.24 0.41
200002 -8.97 2.45 22.02 -12.68 0.43
200003 14.05 5.20 -16.39 7.67 0.47
200004 3.12 -6.40 -7.73 9.13 0.46
200005 -0.27 -4.43 -4.85 3.72 0.50
200006 -7.02 4.64 13.70 -10.05 0.40
200007 4.44 -2.45 -2.80 8.51 0.48
200008 5.82 7.14 -0.89 -1.28 0.50
200009 -1.61 -5.44 -1.87 6.85 0.51
200010 3.95 -2.77 -3.66 4.79 0.56
200011 -3.28 -10.73 -3.10 12.42 0.51
200012 -10.98 1.19 1.55 6.13 0.50
200101 4.87 3.12 7.03 -5.70 0.54
200102 0.00 -10.08 -1.15 13.87 0.39
200103 -3.05 -7.27 0.55 6.36 0.44
200104 5.99 7.95 0.27 -4.36 0.39
200105 2.82 0.73 2.99 2.77 0.32
200106 -2.06 -1.93 6.38 -2.14 0.28
200107 0.70 -2.13 -4.22 5.62 0.30
200108 -4.46 -6.46 2.13 3.37 0.31
200109 -11.08 -9.26 -6.61 1.80 0.28
200110 -0.16 2.47 6.88 -7.03 0.22
200111 9.36 7.54 0.38 0.69 0.17
200112 -4.35 1.60 5.14 0.43 0.15
200201 1.10 -1.44 1.12 3.45 0.14
200202 1.24 -2.29 -1.61 3.91 0.13
200203 4.14 4.24 4.30 1.17 0.13
200204 -0.88 -5.20 5.86 4.21 0.15
200205 0.59 -1.38 -3.72 2.54 0.14
200206 -6.06 -7.21 3.49 1.56 0.13
200207 -11.16 -8.18 -5.14 -3.63 0.15
200208 1.59 0.50 -2.26 2.24 0.14
200209 -10.98 -10.35 2.70 1.23 0.14
200210 3.91 7.83 -2.98 -6.49 0.14
200211 6.78 5.96 3.17 -1.57 0.12
200212 -5.82 -5.76 -0.45 3.90 0.11
200301 -2.25 -2.57 1.40 -0.88 0.10
200302 -2.87 -1.89 -0.26 -1.46 0.09
200303 -0.59 1.09 0.77 -1.67 0.10
200304 9.33 8.22 1.15 -0.06 0.10
200305 6.72 6.05 4.78 0.15 0.09
200306 1.02 1.42 1.51 0.68 0.10
200307 2.53 2.34 5.57 -2.11 0.07
200308 3.61 2.34 2.67 1.71 0.07
200309 -2.22 -1.23 0.55 1.00 0.08
200310 6.65 6.08 2.89 1.80 0.07
200311 2.28 1.35 2.21 1.46 0.07
200312 5.65 4.30 -2.78 2.68 0.08
200401 1.69 2.15 2.63 1.64 0.07
200402 2.63 1.40 -1.15 0.42 0.06
200403 -0.40 -1.33 1.85 0.04 0.09
200404 -1.76 -1.83 -2.54 -1.69 0.08
200405 0.55 1.18 -0.16 -0.29 0.06
200406 2.60 1.86 2.32 1.66 0.08
200407 -3.34 -4.07 -3.82 4.48 0.10
200408 0.00 0.08 -1.59 1.13 0.11
200409 2.76 1.61 2.89 0.36 0.11
200410 1.21 1.43 0.43 -0.84 0.11
200411 6.64 4.54 4.17 1.93 0.15
200412 3.49 3.43 0.19 -0.35 0.16
200501 -2.53 -2.75 -1.65 2.66 0.16
200502 3.09 1.89 -0.72 2.83 0.16
200503 -0.48 -1.96 -1.38 1.75 0.21
200504 -3.37 -2.61 -4.00 -0.46 0.21
200505 4.23 3.65 2.99 -1.23 0.24
200506 1.79 0.56 2.56 2.78 0.23
200507 5.05 3.92 2.77 -0.45 0.24
200508 -0.89 -1.22 -0.88 1.41 0.30
200509 1.35 0.48 -0.68 1.16 0.29
200510 -2.67 -2.00 -1.03 -0.70 0.27
200511 3.89 3.62 1.00 -1.85 0.31
200512 -0.77 -0.25 -0.51 0.48 0.32
200601 4.77 3.04 5.33 1.17 0.35
200602 -0.42 -0.30 -0.31 -0.85 0.34
200603 1.70 1.46 3.56 -0.11 0.37
200604 2.82 0.72 -1.24 3.08 0.36
200605 -1.93 -3.57 -3.04 2.77 0.43
200606 0.41 -0.35 -0.53 1.51 0.40
200607 -1.34 -0.78 -3.99 3.27 0.40
200608 1.57 2.03 0.83 -1.75 0.42
200609 2.47 1.84 -1.24 -0.42 0.41
200610 3.92 3.23 1.64 0.48 0.41
200611 1.93 1.71 0.77 0.48 0.42
200612 -0.76 0.87 -0.89 2.51 0.40
200701 2.87 1.41 0.09 -0.02 0.44
200702 -1.49 -1.95 1.38 0.24 0.38
200703 0.47 0.68 -0.26 0.39 0.43
200704 4.23 3.49 -2.09 -0.96 0.44
200705 4.14 3.24 -0.04 -0.13 0.41
200706 -1.90 -1.96 0.76 -1.06 0.40
200707 -6.26 -3.74 -2.67 -2.99 0.40
200708 -1.88 0.92 -0.14 -2.36 0.42
200709 2.21 3.23 -2.46 -2.13 0.32
200710 0.66 1.80 0.21 -1.97 0.32
200711 -5.59 -4.82 -2.77 -1.09 0.34
200712 -6.22 -0.86 0.05 -0.03 0.27
200801 -3.79 -6.35 -0.77 3.05 0.21
200802 -3.06 -3.09 -0.55 -0.03 0.13
200803 -1.24 -0.94 0.83 0.28 0.17
200804 6.29 4.60 -1.49 -0.03 0.18
200805 2.37 1.86 2.98 -0.34 0.18
200806 -11.34 -8.44 1.07 -1.02 0.17
200807 -1.07 -0.77 3.58 3.69 0.15
200808 1.92 1.53 3.75 1.48 0.13
200809 -8.93 -9.24 -0.34 4.40 0.15
200810 -22.58 -17.23 -2.28 -2.99 0.08
200811 -9.83 -7.86 -3.63 -4.94 0.03
200812 4.99 1.66 3.97 -1.20 0.09
200901 -11.97 -8.12 -0.98 -9.86 0.00
200902 -14.00 -10.09 -0.35 -6.90 0.01
200903 10.00 8.95 0.73 2.60 0.02
200904 16.28 10.19 5.40 5.42 0.01
200905 7.64 5.21 -2.66 0.56 0.00
200906 -1.18 0.43 2.67 -2.44 0.01
200907 9.40 7.72 2.50 4.73 0.01
200908 6.72 3.32 -0.51 7.59 0.01
200909 4.39 4.08 2.47 1.40 0.01
200910 -4.35 -2.59 -4.22 -4.37 0.00
200911 5.57 5.56 -2.65 0.17 0.00
200912 2.92 2.75 5.79 0.73 0.01
201001 -2.29 -3.36 0.19 0.61 0.00
201002 4.28 3.40 1.44 2.74 0.00
201003 7.68 6.32 1.58 2.03 0.01
201004 3.81 2.00 4.94 3.15 0.00
201005 -8.53 -7.89 -0.08 -2.33 0.01
201006 -7.64 -5.56 -2.13 -4.26 0.01
201007 7.99 6.92 0.17 0.22 0.01
201008 -6.23 -4.77 -2.94 -1.64 0.01
201009 9.97 9.54 3.84 -3.02 0.01
201010 3.65 3.88 1.04 -2.30 0.01
201011 -0.85 0.60 3.66 -0.54 0.01
201012 9.80 6.82 0.78 3.58 0.01
201101 3.24 2.01 -2.46 0.86 0.01
201102 5.41 3.49 1.63 1.67 0.01
201103 0.41 0.48 2.62 -1.22 0.01
201104 2.55 2.90 -0.32 -2.25 0.00
201105 -1.39 -1.27 -0.65 -2.21 0.00
201106 -1.72 -1.75 -0.08 -0.42 0.00
201107 -4.62 -2.34 -1.40 -1.20 0.00
201108 -8.51 -6.00 -3.30 -1.56 0.01
201109 -10.01 -7.60 -3.68 -1.06 0.00
201110 13.87 11.34 3.58 -0.90 0.00
201111 -0.92 -0.26 -0.26 -0.17 0.00
201112 0.81 0.74 -0.57 1.53 0.00
201201 4.95 5.06 2.52 -2.13 0.00
201202 5.70 4.43 -1.65 0.04 0.00
201203 1.97 3.11 -0.23 -0.07 0.00
201204 -2.03 -0.84 -0.61 -0.20 0.00
201205 -7.17 -6.20 -0.10 0.10 0.01
201206 5.37 3.88 0.82 0.46 0.00
201207 0.96 0.79 -2.59 0.02 0.00
201208 4.00 2.56 0.72 0.59 0.01
201209 3.74 2.74 0.49 1.57 0.01
201210 0.19 -1.75 -1.07 4.17 0.01
201211 0.19 0.77 0.67 -1.10 0.01
201212 3.11 1.18 1.66 3.28 0.01
201301 6.87 5.58 0.49 1.35 0.00
201302 1.23 1.28 -0.38 0.31 0.00
201303 4.87 4.03 0.84 -0.06 0.00
201304 1.08 1.56 -2.43 0.36 0.00
201305 4.11 2.81 1.93 1.31 0.00
201306 -1.10 -1.21 1.23 -0.45 0.00
201307 5.90 5.65 1.85 0.79 0.00
201308 -2.94 -2.69 0.28 -2.46 0.00
201309 2.95 3.76 2.85 -1.51 0.00
201310 5.05 4.17 -1.52 1.39 0.00
201311 4.23 3.12 1.32 -0.38 0.00
201312 2.62 2.81 -0.44 -0.17 0.00
201401 -3.89 -3.26 0.85 -1.83 0.00
201402 3.35 4.65 0.27 -0.48 0.00
201403 2.30 0.41 -1.81 4.72 0.00
201404 0.66 -0.14 -4.23 1.57 0.00
201405 2.23 2.06 -1.88 -0.40 0.00
201406 2.69 2.59 2.98 -0.63 0.00
201407 -0.69 -2.05 -4.28 0.03 0.00
201408 3.14 4.23 0.49 -0.75 0.00

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