Regression from Oct 1994 - Aug 2014

Rm-Rf Alpha R2
0.98 -1.87% 0.673
Standard error 0.0442 0.0020
t-statistics 22.07 -0.78

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

Other Funds


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