Regression from Apr 1993 - Aug 2014

Rm-Rf Alpha R2
1.00 1.39% 0.770
Standard error 0.0343 0.0015
t-statistics 29.24 0.76

Fund Profile

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

Rolling Charts:


Fund Returns from Apr 1993 - Aug 2014

Month RaR Rm-Rf Rf
199304 -0.25 -3.05 0.24
199305 1.01 2.88 0.22
199306 2.00 0.31 0.25
199307 1.47 -0.34 0.24
199308 2.42 3.72 0.25
199309 -1.65 -0.12 0.26
199310 1.20 1.41 0.22
199311 -0.95 -1.89 0.25
199312 2.39 1.64 0.23
199401 2.80 2.87 0.25
199402 -4.55 -2.55 0.21
199403 -4.05 -4.78 0.27
199404 1.49 0.68 0.27
199405 -0.73 0.57 0.32
199406 -1.97 -3.03 0.31
199407 4.27 2.81 0.28
199408 2.89 4.01 0.37
199409 -2.81 -2.31 0.37
199410 1.93 1.34 0.38
199411 -4.49 -4.04 0.37
199412 0.99 0.87 0.44
199501 2.45 1.79 0.42
199502 5.50 3.62 0.40
199503 1.59 2.19 0.46
199504 3.57 2.12 0.44
199505 5.39 2.90 0.54
199506 2.04 2.72 0.47
199507 4.41 3.72 0.45
199508 2.88 0.55 0.47
199509 3.54 3.35 0.43
199510 -4.14 -1.52 0.47
199511 5.45 3.95 0.42
199512 0.71 1.03 0.49
199601 2.83 2.26 0.43
199602 1.55 1.33 0.39
199603 3.39 0.73 0.39
199604 1.64 2.06 0.46
199605 1.61 2.37 0.42
199606 -2.86 -1.14 0.40
199607 -4.41 -5.97 0.45
199608 3.93 2.77 0.41
199609 1.97 5.01 0.44
199610 3.23 0.87 0.42
199611 7.19 6.25 0.41
199612 -1.02 -1.70 0.46
199701 3.68 4.99 0.45
199702 1.85 -0.49 0.39
199703 -4.46 -5.03 0.43
199704 3.21 4.04 0.43
199705 7.78 6.74 0.49
199706 3.02 4.10 0.37
199707 10.06 7.33 0.43
199708 -1.50 -4.15 0.41
199709 5.29 5.35 0.44
199710 -5.13 -3.79 0.42
199711 1.06 2.99 0.39
199712 1.40 1.32 0.48
199801 1.26 0.14 0.43
199802 8.73 7.03 0.39
199803 5.63 4.77 0.39
199804 0.49 0.73 0.43
199805 -0.88 -3.06 0.40
199806 -0.20 3.18 0.41
199807 -3.48 -2.46 0.40
199808 -18.21 -16.08 0.43
199809 5.03 6.15 0.46
199810 8.14 7.13 0.32
199811 6.20 6.09 0.31
199812 1.67 6.15 0.38
199901 1.95 3.50 0.35
199902 -2.62 -4.08 0.35
199903 3.31 3.45 0.43
199904 10.60 4.34 0.37
199905 -0.09 -2.46 0.34
199906 1.63 4.77 0.40
199907 -4.10 -3.47 0.38
199908 -3.62 -1.38 0.39
199909 -5.39 -2.81 0.39
199910 3.77 6.13 0.39
199911 -1.57 3.37 0.36
199912 1.79 7.72 0.44
200001 -7.05 -4.73 0.41
200002 -8.96 2.45 0.43
200003 14.12 5.20 0.47
200004 2.94 -6.40 0.46
200005 -0.20 -4.43 0.50
200006 -6.91 4.64 0.40
200007 4.35 -2.45 0.48
200008 5.79 7.14 0.50
200009 -1.63 -5.44 0.51
200010 4.00 -2.77 0.56
200011 -3.29 -10.73 0.51
200012 9.61 1.19 0.50
200101 4.87 3.12 0.54
200102 0.00 -10.08 0.39
200103 -3.12 -7.27 0.44
200104 5.93 7.95 0.39
200105 2.88 0.73 0.32
200106 -1.92 -1.93 0.28
200107 0.57 -2.13 0.30
200108 -4.38 -6.46 0.31
200109 -11.11 -9.26 0.28
200110 -0.10 2.47 0.22
200111 9.36 7.54 0.17
200112 2.45 1.60 0.15
200201 1.02 -1.44 0.14
200202 1.27 -2.29 0.13
200203 4.17 4.24 0.13
200204 -0.88 -5.20 0.15
200205 0.56 -1.38 0.14
200206 -6.34 -7.21 0.13
200207 -11.14 -8.18 0.15
200208 1.64 0.50 0.14
200209 -11.10 -10.35 0.14
200210 3.95 7.83 0.14
200211 6.78 5.96 0.12
200212 -4.33 -5.76 0.11
200301 -2.31 -2.57 0.10
200302 -2.88 -1.89 0.09
200303 -0.53 1.09 0.10
200304 9.16 8.22 0.10
200305 6.73 6.05 0.09
200306 1.10 1.42 0.10
200307 2.53 2.34 0.07
200308 3.53 2.34 0.07
200309 -2.21 -1.23 0.08
200310 6.71 6.08 0.07
200311 2.20 1.35 0.07
200312 6.87 4.30 0.08
200401 1.64 2.15 0.07
200402 2.57 1.40 0.06
200403 -0.36 -1.33 0.09
200404 -1.73 -1.83 0.08
200405 0.59 1.18 0.06
200406 2.98 1.86 0.08
200407 -3.25 -4.07 0.10
200408 0.00 0.08 0.11
200409 3.07 1.61 0.11
200410 1.13 1.43 0.11
200411 6.59 4.54 0.15
200412 4.01 3.43 0.16
200501 -2.53 -2.75 0.16
200502 3.05 1.89 0.16
200503 -0.25 -1.96 0.21
200504 -3.47 -2.61 0.21
200505 4.31 3.65 0.24
200506 2.01 0.56 0.23
200507 4.98 3.92 0.24
200508 -0.82 -1.22 0.30
200509 1.53 0.48 0.29
200510 -2.67 -2.00 0.27
200511 3.94 3.62 0.31
200512 0.11 -0.25 0.32
200601 4.76 3.04 0.35
200602 -0.33 -0.30 0.34
200603 1.76 1.46 0.37
200604 2.81 0.72 0.36
200605 -1.89 -3.57 0.43
200606 0.91 -0.35 0.40
200607 -1.49 -0.78 0.40
200608 1.62 2.03 0.42
200609 2.76 1.84 0.41
200610 3.97 3.23 0.41
200611 1.88 1.71 0.42
200612 2.00 0.87 0.40
200701 2.91 1.41 0.44
200702 -1.53 -1.95 0.38
200703 0.66 0.68 0.43
200704 4.26 3.49 0.44
200705 4.08 3.24 0.41
200706 -1.60 -1.96 0.40
200707 -6.22 -3.74 0.40
200708 -1.92 0.92 0.42
200709 2.57 3.23 0.32
200710 0.56 1.80 0.32
200711 -5.59 -4.82 0.34
200712 -0.34 -0.86 0.27
200801 -3.83 -6.35 0.21
200802 -3.11 -3.09 0.13
200803 -0.95 -0.94 0.17
200804 6.28 4.60 0.18
200805 2.40 1.86 0.18
200806 -10.95 -8.44 0.17
200807 -1.15 -0.77 0.15
200808 2.00 1.53 0.13
200809 -9.04 -9.24 0.15
200810 -22.50 -17.23 0.08
200811 -9.81 -7.86 0.03
200812 3.25 1.66 0.09
200901 -11.86 -8.12 0.00
200902 -14.02 -10.09 0.01
200903 9.96 8.95 0.02
200904 16.12 10.19 0.01
200905 7.71 5.21 0.00
200906 -1.27 0.43 0.01
200907 9.43 7.72 0.01
200908 6.85 3.32 0.01
200909 4.34 4.08 0.01
200910 -4.29 -2.59 0.00
200911 5.59 5.56 0.00
200912 2.75 2.75 0.01
201001 -2.35 -3.36 0.00
201002 4.30 3.40 0.00
201003 7.81 6.32 0.01
201004 3.36 2.00 0.00
201005 -8.58 -7.89 0.01
201006 -7.54 -5.56 0.01
201007 7.82 6.92 0.01
201008 -6.15 -4.77 0.01
201009 9.83 9.54 0.01
201010 3.70 3.88 0.01
201011 -0.81 0.60 0.01
201012 9.74 6.82 0.01
201101 3.22 2.01 0.01
201102 5.43 3.49 0.01
201103 0.44 0.48 0.01
201104 2.51 2.90 0.00
201105 -1.42 -1.27 0.00
201106 -1.82 -1.75 0.00
201107 -4.58 -2.34 0.00
201108 -8.48 -6.00 0.01
201109 -10.10 -7.60 0.00
201110 13.84 11.34 0.00
201111 -0.87 -0.26 0.00
201112 0.83 0.74 0.00
201201 4.96 5.06 0.00
201202 5.77 4.43 0.00
201203 1.82 3.11 0.00
201204 -2.08 -0.84 0.00
201205 -7.10 -6.20 0.01
201206 5.36 3.88 0.00
201207 0.96 0.79 0.00
201208 3.94 2.56 0.01
201209 3.65 2.74 0.01
201210 0.28 -1.75 0.01
201211 0.23 0.77 0.01
201212 3.04 1.18 0.01
201301 6.93 5.58 0.00
201302 1.25 1.28 0.00
201303 4.83 4.03 0.00
201304 0.98 1.56 0.00
201305 4.13 2.81 0.00
201306 -1.16 -1.21 0.00
201307 6.03 5.65 0.00
201308 -3.00 -2.69 0.00
201309 2.95 3.76 0.00
201310 5.08 4.17 0.00
201311 4.16 3.12 0.00
201312 2.65 2.81 0.00
201401 -3.95 -3.26 0.00
201402 3.35 4.65 0.00
201403 2.34 0.41 0.00
201404 0.66 -0.14 0.00
201405 2.18 2.06 0.00
201406 2.71 2.59 0.00
201407 -0.74 -2.05 0.00
201408 3.17 4.23 0.00

Other Funds


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