Regression from Nov 2005 - Aug 2014

Rm-Rf Alpha R2
1.07 -0.15% 0.992
Standard error 0.0093 0.0004
t-statistics 115.82 -0.30

Fund Profile

Symbol DFEOX
Issuer Dimensional Fund Advisors
Type Mutual Fund
Region USA
Style Large Blend

Rolling Charts:


Fund Returns from Nov 2005 - Aug 2014

Month RaR Rm-Rf Rf
200511 5.35 3.62 0.31
200512 -0.56 -0.25 0.32
200601 4.09 3.04 0.35
200602 0.22 -0.30 0.34
200603 2.07 1.46 0.37
200604 1.17 0.72 0.36
200605 -3.48 -3.57 0.43
200606 0.00 -0.35 0.40
200607 -0.98 -0.78 0.40
200608 2.32 2.03 0.42
200609 2.16 1.84 0.41
200610 3.69 3.23 0.41
200611 2.34 1.71 0.42
200612 1.19 0.87 0.40
200701 1.87 1.41 0.44
200702 -1.06 -1.95 0.38
200703 0.97 0.68 0.43
200704 3.76 3.49 0.44
200705 3.81 3.24 0.41
200706 -1.61 -1.96 0.40
200707 -4.19 -3.74 0.40
200708 1.05 0.92 0.42
200709 2.92 3.23 0.32
200710 1.46 1.80 0.32
200711 -5.14 -4.82 0.34
200712 -0.57 -0.86 0.27
200801 -5.73 -6.35 0.21
200802 -3.04 -3.09 0.13
200803 -0.63 -0.94 0.17
200804 4.94 4.60 0.18
200805 2.61 1.86 0.18
200806 -8.59 -8.44 0.17
200807 0.00 -0.77 0.15
200808 2.24 1.53 0.13
200809 -9.30 -9.24 0.15
200810 -18.55 -17.23 0.08
200811 -8.49 -7.86 0.03
200812 2.63 1.66 0.09
200901 -9.04 -8.12 0.00
200902 -10.76 -10.09 0.01
200903 9.28 8.95 0.02
200904 12.22 10.19 0.01
200905 4.69 5.21 0.00
200906 0.43 0.43 0.01
200907 8.49 7.72 0.01
200908 3.58 3.32 0.01
200909 4.74 4.08 0.01
200910 -3.55 -2.59 0.00
200911 5.07 5.56 0.00
200912 3.98 2.75 0.01
201001 -3.13 -3.36 0.00
201002 3.83 3.40 0.00
201003 6.69 6.32 0.01
201004 3.03 2.00 0.00
201005 -7.87 -7.89 0.01
201006 -6.38 -5.56 0.01
201007 7.06 6.92 0.01
201008 -5.34 -4.77 0.01
201009 10.20 9.54 0.01
201010 3.81 3.88 0.01
201011 1.36 0.60 0.01
201012 7.25 6.82 0.01
201101 2.03 2.01 0.01
201102 3.97 3.49 0.01
201103 1.09 0.48 0.01
201104 2.70 2.90 0.00
201105 -1.40 -1.27 0.00
201106 -1.87 -1.75 0.00
201107 -2.81 -2.34 0.00
201108 -6.99 -6.00 0.01
201109 -8.72 -7.60 0.00
201110 12.51 11.34 0.00
201111 -0.20 -0.26 0.00
201112 0.59 0.74 0.00
201201 5.44 5.06 0.00
201202 4.24 4.43 0.00
201203 2.74 3.11 0.00
201204 -1.03 -0.84 0.00
201205 -6.61 -6.20 0.01
201206 3.72 3.88 0.00
201207 0.72 0.79 0.00
201208 2.94 2.56 0.01
201209 2.77 2.74 0.01
201210 -1.35 -1.75 0.01
201211 1.02 0.77 0.01
201212 1.69 1.18 0.01
201301 6.07 5.58 0.00
201302 1.25 1.28 0.00
201303 4.10 4.03 0.00
201304 1.12 1.56 0.00
201305 3.24 2.81 0.00
201306 -1.00 -1.21 0.00
201307 5.83 5.65 0.00
201308 -2.79 -2.69 0.00
201309 4.06 3.76 0.00
201310 4.10 4.17 0.00
201311 3.29 3.12 0.00
201312 2.75 2.81 0.00
201401 -3.47 -3.26 0.00
201402 4.79 4.65 0.00
201403 0.84 0.41 0.00
201404 -0.24 -0.14 0.00
201405 1.97 2.06 0.00
201406 2.87 2.59 0.00
201407 -2.56 -2.05 0.00
201408 4.27 4.23 0.00

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