Regression from Mar 1993 - Aug 2014

Rm-Rf Alpha R2
0.72 3.64% 0.312
Standard error 0.0672 0.0030
t-statistics 10.79 1.02

Fund Profile

Symbol DFREX
Issuer Dimensional Fund Advisors
Type Mutual Fund
Region USA
Style Mid Blend

Rolling Charts:


Fund Returns from Mar 1993 - Aug 2014

Month RaR Rm-Rf Rf
199303 3.47 2.31 0.25
199304 -4.12 -3.05 0.24
199305 0.27 2.88 0.22
199306 2.95 0.31 0.25
199307 2.60 -0.34 0.24
199308 3.55 3.72 0.25
199309 4.66 -0.12 0.26
199310 -1.41 1.41 0.22
199311 -4.99 -1.89 0.25
199312 4.00 1.64 0.23
199401 2.16 2.87 0.25
199402 -0.47 -2.55 0.21
199403 -5.44 -4.78 0.27
199404 -0.25 0.68 0.27
199405 -0.75 0.57 0.32
199406 -2.53 -3.03 0.31
199407 0.26 2.81 0.28
199408 1.81 4.01 0.37
199409 -3.30 -2.31 0.37
199410 -4.20 1.34 0.38
199411 -3.29 -4.04 0.37
199412 7.93 0.87 0.44
199501 -2.89 1.79 0.42
199502 1.62 3.62 0.40
199503 -0.27 2.19 0.46
199504 -0.27 2.12 0.44
199505 4.01 2.90 0.54
199506 2.06 2.72 0.47
199507 1.01 3.72 0.45
199508 0.75 0.55 0.47
199509 1.73 3.35 0.43
199510 -3.16 -1.52 0.47
199511 1.26 3.95 0.42
199512 5.96 1.03 0.49
199601 0.94 2.26 0.43
199602 1.16 1.33 0.39
199603 0.23 0.73 0.39
199604 -0.23 2.06 0.46
199605 2.29 2.37 0.42
199606 1.79 -1.14 0.40
199607 0.44 -5.97 0.45
199608 3.51 2.77 0.41
199609 2.33 5.01 0.44
199610 2.28 0.87 0.42
199611 4.66 6.25 0.41
199612 10.64 -1.70 0.46
199701 0.52 4.99 0.45
199702 -0.35 -0.49 0.39
199703 0.70 -5.03 0.43
199704 -3.29 4.04 0.43
199705 3.05 6.74 0.49
199706 5.22 4.10 0.37
199707 2.64 7.33 0.43
199708 -0.48 -4.15 0.41
199709 9.06 5.35 0.44
199710 -2.82 -3.79 0.42
199711 1.83 2.99 0.39
199712 2.25 1.32 0.48
199801 -1.17 0.14 0.43
199802 -1.63 7.03 0.39
199803 2.71 4.77 0.39
199804 -3.23 0.73 0.43
199805 -0.61 -3.06 0.40
199806 0.00 3.18 0.41
199807 -6.56 -2.46 0.40
199808 -9.15 -16.08 0.43
199809 6.29 6.15 0.46
199810 -2.03 7.13 0.32
199811 1.38 6.09 0.31
199812 -1.70 6.15 0.38
199901 -1.91 3.50 0.35
199902 -0.71 -4.08 0.35
199903 -0.71 3.45 0.43
199904 9.50 4.34 0.37
199905 2.62 -2.46 0.34
199906 -1.59 4.77 0.40
199907 -3.24 -3.47 0.38
199908 -0.84 -1.38 0.39
199909 -4.39 -2.81 0.39
199910 -1.94 6.13 0.39
199911 -1.44 3.37 0.36
199912 3.47 7.72 0.44
200001 0.71 -4.73 0.41
200002 -1.58 2.45 0.43
200003 3.74 5.20 0.47
200004 6.36 -6.40 0.46
200005 1.45 -4.43 0.50
200006 2.87 4.64 0.40
200007 8.36 -2.45 0.48
200008 -3.57 7.14 0.50
200009 3.70 -5.44 0.51
200010 -4.29 -2.77 0.56
200011 1.79 -10.73 0.51
200012 6.74 1.19 0.50
200101 0.27 3.12 0.54
200102 -1.51 -10.08 0.39
200103 0.70 -7.27 0.44
200104 2.07 7.95 0.39
200105 2.44 0.73 0.32
200106 5.94 -1.93 0.28
200107 -2.12 -2.13 0.30
200108 3.69 -6.46 0.31
200109 -3.07 -9.26 0.28
200110 -3.17 2.47 0.22
200111 5.24 7.54 0.17
200112 2.49 1.60 0.15
200201 -0.36 -1.44 0.14
200202 1.83 -2.29 0.13
200203 6.22 4.24 0.13
200204 0.68 -5.20 0.15
200205 1.34 -1.38 0.14
200206 2.76 -7.21 0.13
200207 -5.16 -8.18 0.15
200208 0.34 0.50 0.14
200209 -3.61 -10.35 0.14
200210 -5.04 7.83 0.14
200211 4.69 5.96 0.12
200212 1.18 -5.76 0.11
200301 -2.56 -2.57 0.10
200302 1.79 -1.89 0.09
200303 2.35 1.09 0.10
200304 3.90 8.22 0.10
200305 5.41 6.05 0.09
200306 2.09 1.42 0.10
200307 5.13 2.34 0.07
200308 0.68 2.34 0.07
200309 3.49 -1.23 0.08
200310 1.31 6.08 0.07
200311 4.53 1.35 0.07
200312 2.92 4.30 0.08
200401 4.12 2.15 0.07
200402 1.82 1.40 0.06
200403 5.67 -1.33 0.09
200404 -14.34 -1.83 0.08
200405 7.25 1.18 0.06
200406 2.84 1.86 0.08
200407 0.49 -4.07 0.10
200408 7.92 0.08 0.11
200409 -0.37 1.61 0.11
200410 5.41 1.43 0.11
200411 4.35 4.54 0.15
200412 5.05 3.43 0.16
200501 -8.39 -2.75 0.16
200502 3.12 1.89 0.16
200503 -1.51 -1.96 0.21
200504 5.66 -2.61 0.21
200505 3.31 3.65 0.24
200506 5.12 0.56 0.23
200507 7.25 3.92 0.24
200508 -3.75 -1.22 0.30
200509 0.47 0.48 0.29
200510 -2.23 -2.00 0.27
200511 4.50 3.62 0.31
200512 -0.06 -0.25 0.32
200601 7.71 3.04 0.35
200602 1.87 -0.30 0.34
200603 5.19 1.46 0.37
200604 -3.79 0.72 0.36
200605 -2.95 -3.57 0.43
200606 5.50 -0.35 0.40
200607 3.44 -0.78 0.40
200608 3.52 2.03 0.42
200609 2.03 1.84 0.41
200610 6.25 3.23 0.41
200611 4.75 1.71 0.42
200612 -2.16 0.87 0.40
200701 8.63 1.41 0.44
200702 -2.31 -1.95 0.38
200703 -2.48 0.68 0.43
200704 -0.08 3.49 0.44
200705 0.00 3.24 0.41
200706 -9.38 -1.96 0.40
200707 -7.85 -3.74 0.40
200708 6.01 0.92 0.42
200709 3.95 3.23 0.32
200710 1.12 1.80 0.32
200711 -10.21 -4.82 0.34
200712 -5.76 -0.86 0.27
200801 0.05 -6.35 0.21
200802 -3.81 -3.09 0.13
200803 6.29 -0.94 0.17
200804 5.92 4.60 0.18
200805 0.19 1.86 0.18
200806 -10.97 -8.44 0.17
200807 2.86 -0.77 0.15
200808 2.47 1.53 0.13
200809 -0.21 -9.24 0.15
200810 -31.54 -17.23 0.08
200811 -23.11 -7.86 0.03
200812 16.68 1.66 0.09
200901 -17.73 -8.12 0.00
200902 -21.04 -10.09 0.01
200903 3.73 8.95 0.02
200904 31.27 10.19 0.01
200905 2.65 5.21 0.00
200906 -3.13 0.43 0.01
200907 10.55 7.72 0.01
200908 13.50 3.32 0.01
200909 6.67 4.08 0.01
200910 -4.55 -2.59 0.00
200911 6.92 5.56 0.00
200912 6.82 2.75 0.01
201001 -5.21 -3.36 0.00
201002 5.50 3.40 0.00
201003 10.16 6.32 0.01
201004 7.04 2.00 0.00
201005 -5.30 -7.89 0.01
201006 -5.19 -5.56 0.01
201007 9.85 6.92 0.01
201008 -1.23 -4.77 0.01
201009 4.31 9.54 0.01
201010 4.68 3.88 0.01
201011 -1.97 0.60 0.01
201012 4.66 6.82 0.01
201101 3.54 2.01 0.01
201102 4.50 3.49 0.01
201103 -1.50 0.48 0.01
201104 5.80 2.90 0.00
201105 1.35 -1.27 0.00
201106 -3.28 -1.75 0.00
201107 1.65 -2.34 0.00
201108 -5.36 -6.00 0.01
201109 -11.00 -7.60 0.00
201110 14.39 11.34 0.00
201111 -3.79 -0.26 0.00
201112 4.57 0.74 0.00
201201 6.32 5.06 0.00
201202 -1.05 4.43 0.00
201203 5.17 3.11 0.00
201204 2.86 -0.84 0.00
201205 -4.58 -6.20 0.01
201206 5.65 3.88 0.00
201207 1.94 0.79 0.00
201208 -0.12 2.56 0.01
201209 -1.87 2.74 0.01
201210 -0.77 -1.75 0.01
201211 -0.37 0.77 0.01
201212 3.65 1.18 0.01
201301 3.56 5.58 0.00
201302 1.07 1.28 0.00
201303 2.76 4.03 0.00
201304 6.77 1.56 0.00
201305 -5.96 2.81 0.00
201306 -1.87 -1.21 0.00
201307 0.86 5.65 0.00
201308 -7.03 -2.69 0.00
201309 3.11 3.76 0.00
201310 4.21 4.17 0.00
201311 -5.34 3.12 0.00
201312 0.27 2.81 0.00
201401 4.26 -3.26 0.00
201402 5.06 4.65 0.00
201403 0.64 0.41 0.00
201404 3.65 -0.14 0.00
201405 2.36 2.06 0.00
201406 1.04 2.59 0.00
201407 0.07 -2.05 0.00
201408 2.84 4.23 0.00

Other Funds


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