Regression from Mar 1986 - Aug 2014

Rm-Rf Alpha R2
1.06 -1.93% 0.628
Standard error 0.0441 0.0020
t-statistics 23.96 -0.80

Fund Profile

Symbol DFSCX
Issuer Dimensional Fund Advisors
Type Mutual Fund
Region USA
Style Small Blend

Rolling Charts:


Fund Returns from Mar 1986 - Aug 2014

Month RaR Rm-Rf Rf
198603 4.55 4.88 0.60
198604 0.79 -1.31 0.52
198605 3.53 4.62 0.49
198606 0.38 1.04 0.52
198607 -7.17 -6.45 0.52
198608 2.03 6.07 0.46
198609 -5.58 -8.60 0.45
198610 3.38 4.66 0.46
198611 -6.94 1.17 0.39
198612 -2.63 -3.27 0.49
198701 9.46 12.46 0.42
198702 7.82 4.39 0.43
198703 2.67 1.64 0.47
198704 -3.35 -2.10 0.44
198705 -0.38 0.10 0.38
198706 2.70 3.94 0.48
198707 3.76 3.85 0.46
198708 2.90 3.52 0.47
198709 -1.06 -2.59 0.45
198710 -29.18 -23.24 0.60
198711 -4.02 -7.77 0.35
198712 -12.57 6.82 0.39
198801 5.99 4.22 0.29
198802 7.34 4.75 0.46
198803 4.21 -2.27 0.44
198804 2.02 0.56 0.46
198805 -1.49 -0.29 0.51
198806 6.03 4.79 0.49
198807 -0.47 -1.25 0.51
198808 -2.38 -3.31 0.59
198809 2.44 3.30 0.62
198810 -1.43 1.15 0.61
198811 -4.35 -2.29 0.57
198812 -8.59 1.49 0.63
198901 4.42 6.10 0.55
198902 0.53 -2.25 0.61
198903 3.68 1.57 0.67
198904 2.54 4.33 0.67
198905 3.96 3.35 0.79
198906 -1.90 -1.35 0.71
198907 3.88 7.20 0.70
198908 1.40 1.44 0.74
198909 0.00 -0.76 0.65
198910 -6.45 -3.68 0.68
198911 -0.49 1.02 0.69
198912 -9.41 1.16 0.61
199001 -7.65 -7.85 0.57
199002 2.37 1.11 0.57
199003 3.47 1.83 0.64
199004 -2.79 -3.36 0.69
199005 5.75 8.42 0.68
199006 1.63 -1.10 0.63
199007 -4.28 -1.90 0.68
199008 -12.85 -10.15 0.66
199009 -8.33 -6.12 0.60
199010 -5.59 -1.92 0.68
199011 4.44 6.34 0.57
199012 -12.06 2.46 0.60
199101 8.87 4.69 0.52
199102 11.11 7.18 0.48
199103 6.67 2.65 0.44
199104 0.63 -0.27 0.53
199105 3.11 3.65 0.47
199106 -4.82 -4.95 0.42
199107 3.80 4.24 0.49
199108 3.05 2.32 0.46
199109 0.00 -1.59 0.46
199110 3.55 1.29 0.42
199111 -2.86 -4.18 0.39
199112 4.12 10.83 0.38
199201 11.30 -0.59 0.34
199202 4.57 1.09 0.28
199203 -2.43 -2.66 0.34
199204 -3.98 1.08 0.32
199205 0.00 0.30 0.28
199206 -5.18 -2.34 0.32
199207 3.28 3.77 0.31
199208 -2.12 -2.38 0.26
199209 1.08 1.19 0.26
199210 2.67 1.01 0.23
199211 8.85 4.13 0.23
199212 -4.31 1.53 0.28
199301 5.50 0.94 0.23
199302 -1.90 0.13 0.22
199303 2.90 2.31 0.25
199304 -3.29 -3.05 0.24
199305 3.40 2.88 0.22
199306 0.00 0.31 0.25
199307 1.41 -0.34 0.24
199308 3.24 3.72 0.25
199309 3.14 -0.12 0.26
199310 4.78 1.41 0.22
199311 -2.07 -1.89 0.25
199312 -5.08 1.64 0.23
199401 6.25 2.87 0.25
199402 0.00 -2.55 0.21
199403 -4.62 -4.78 0.27
199404 0.88 0.68 0.27
199405 -0.44 0.57 0.32
199406 -2.63 -3.03 0.31
199407 1.80 2.81 0.28
199408 3.54 4.01 0.37
199409 0.85 -2.31 0.37
199410 1.27 1.34 0.38
199411 -3.35 -4.04 0.37
199412 0.00 0.87 0.44
199501 3.03 1.79 0.42
199502 2.52 3.62 0.40
199503 1.23 2.19 0.46
199504 3.64 2.12 0.44
199505 3.13 2.90 0.54
199506 5.68 2.72 0.47
199507 6.45 3.72 0.45
199508 3.37 0.55 0.47
199509 1.95 3.35 0.43
199510 -4.79 -1.52 0.47
199511 1.34 3.95 0.42
199512 -4.64 1.03 0.49
199601 0.35 2.26 0.43
199602 3.81 1.33 0.39
199603 2.00 0.73 0.39
199604 8.50 2.06 0.46
199605 7.53 2.37 0.42
199606 -5.60 -1.14 0.40
199607 -9.50 -5.97 0.45
199608 4.59 2.77 0.41
199609 3.13 5.01 0.44
199610 -1.82 0.87 0.42
199611 2.79 6.25 0.41
199612 2.11 -1.70 0.46
199701 4.13 4.99 0.45
199702 -1.98 -0.49 0.39
199703 -4.91 -5.03 0.43
199704 -2.74 4.04 0.43
199705 10.31 6.74 0.49
199706 4.82 4.10 0.37
199707 6.22 7.33 0.43
199708 5.09 -4.15 0.41
199709 8.23 5.35 0.44
199710 -3.80 -3.79 0.42
199711 -1.40 2.99 0.39
199712 -1.89 1.32 0.48
199801 -0.48 0.14 0.43
199802 6.52 7.03 0.39
199803 4.76 4.77 0.39
199804 1.73 0.73 0.43
199805 -5.11 -3.06 0.40
199806 -2.02 3.18 0.41
199807 -6.64 -2.46 0.40
199808 -20.10 -16.08 0.43
199809 3.68 6.15 0.46
199810 3.55 7.13 0.32
199811 7.43 6.09 0.31
199812 2.66 6.15 0.38
199901 2.85 3.50 0.35
199902 -7.05 -4.08 0.35
199903 -3.79 3.45 0.43
199904 9.58 4.34 0.37
199905 3.86 -2.46 0.34
199906 5.69 4.77 0.40
199907 0.94 -3.47 0.38
199908 -1.86 -1.38 0.39
199909 -2.36 -2.81 0.39
199910 -0.73 6.13 0.39
199911 9.76 3.37 0.36
199912 11.33 7.72 0.44
200001 5.99 -4.73 0.41
200002 23.54 2.45 0.43
200003 -7.62 5.20 0.47
200004 -12.38 -6.40 0.46
200005 -8.10 -4.43 0.50
200006 13.52 4.64 0.40
200007 -3.07 -2.45 0.48
200008 9.12 7.14 0.50
200009 -2.22 -5.44 0.51
200010 -6.98 -2.77 0.56
200011 -11.07 -10.73 0.51
200012 1.69 1.19 0.50
200101 13.90 3.12 0.54
200102 -7.10 -10.08 0.39
200103 -4.71 -7.27 0.44
200104 7.20 7.95 0.39
200105 9.60 0.73 0.32
200106 -0.18 -1.93 0.28
200107 1.23 -2.13 0.30
200108 -2.95 -6.46 0.31
200109 -12.86 -9.26 0.28
200110 6.56 2.47 0.22
200111 6.73 7.54 0.17
200112 6.85 1.60 0.15
200201 1.01 -1.44 0.14
200202 -2.67 -2.29 0.13
200203 8.75 4.24 0.13
200204 2.52 -5.20 0.15
200205 -2.77 -1.38 0.14
200206 -3.48 -7.21 0.13
200207 -14.59 -8.18 0.15
200208 -0.58 0.50 0.14
200209 -6.76 -10.35 0.14
200210 2.69 7.83 0.14
200211 8.47 5.96 0.12
200212 -4.46 -5.76 0.11
200301 -2.14 -2.57 0.10
200302 -2.98 -1.89 0.09
200303 1.23 1.09 0.10
200304 9.31 8.22 0.10
200305 11.48 6.05 0.09
200306 4.49 1.42 0.10
200307 7.31 2.34 0.07
200308 4.74 2.34 0.07
200309 0.14 -1.23 0.08
200310 8.90 6.08 0.07
200311 4.28 1.35 0.07
200312 2.86 4.30 0.08
200401 5.80 2.15 0.07
200402 0.46 1.40 0.06
200403 0.11 -1.33 0.09
200404 -4.09 -1.83 0.08
200405 0.00 1.18 0.06
200406 4.38 1.86 0.08
200407 -7.38 -4.07 0.10
200408 -1.59 0.08 0.11
200409 4.98 1.61 0.11
200410 1.90 1.43 0.11
200411 8.96 4.54 0.15
200412 4.59 3.43 0.16
200501 -4.19 -2.75 0.16
200502 0.85 1.89 0.16
200503 -3.17 -1.96 0.21
200504 -6.22 -2.61 0.21
200505 5.94 3.65 0.24
200506 4.62 0.56 0.23
200507 7.56 3.92 0.24
200508 -1.37 -1.22 0.30
200509 0.59 0.48 0.29
200510 -4.43 -2.00 0.27
200511 6.28 3.62 0.31
200512 0.10 -0.25 0.32
200601 9.20 3.04 0.35
200602 0.18 -0.30 0.34
200603 4.60 1.46 0.37
200604 -0.42 0.72 0.36
200605 -5.86 -3.57 0.43
200606 -0.90 -0.35 0.40
200607 -3.46 -0.78 0.40
200608 2.74 2.03 0.42
200609 0.55 1.84 0.41
200610 5.48 3.23 0.41
200611 2.25 1.71 0.42
200612 1.52 0.87 0.40
200701 1.08 1.41 0.44
200702 -0.50 -1.95 0.38
200703 1.08 0.68 0.43
200704 1.48 3.49 0.44
200705 3.15 3.24 0.41
200706 -0.31 -1.96 0.40
200707 -6.53 -3.74 0.40
200708 1.18 0.92 0.42
200709 1.41 3.23 0.32
200710 1.72 1.80 0.32
200711 -8.38 -4.82 0.34
200712 -0.09 -0.86 0.27
200801 -7.57 -6.35 0.21
200802 -3.14 -3.09 0.13
200803 0.29 -0.94 0.17
200804 2.06 4.60 0.18
200805 3.94 1.86 0.18
200806 -9.06 -8.44 0.17
200807 4.47 -0.77 0.15
200808 3.40 1.53 0.13
200809 -7.34 -9.24 0.15
200810 -20.71 -17.23 0.08
200811 -12.80 -7.86 0.03
200812 5.58 1.66 0.09
200901 -11.82 -8.12 0.00
200902 -13.09 -10.09 0.01
200903 9.44 8.95 0.02
200904 17.41 10.19 0.01
200905 3.39 5.21 0.00
200906 2.87 0.43 0.01
200907 9.83 7.72 0.01
200908 2.66 3.32 0.01
200909 5.77 4.08 0.01
200910 -7.24 -2.59 0.00
200911 1.80 5.56 0.00
200912 8.61 2.75 0.01
201001 -2.93 -3.36 0.00
201002 4.36 3.40 0.00
201003 8.15 6.32 0.01
201004 7.23 2.00 0.00
201005 -7.39 -7.89 0.01
201006 -7.29 -5.56 0.01
201007 7.21 6.92 0.01
201008 -8.03 -4.77 0.01
201009 12.23 9.54 0.01
201010 4.28 3.88 0.01
201011 4.29 0.60 0.01
201012 8.23 6.82 0.01
201101 -1.16 2.01 0.01
201102 5.94 3.49 0.01
201103 3.24 0.48 0.01
201104 1.68 2.90 0.00
201105 -1.95 -1.27 0.00
201106 -2.15 -1.75 0.00
201107 -2.66 -2.34 0.00
201108 -8.94 -6.00 0.01
201109 -10.61 -7.60 0.00
201110 15.43 11.34 0.00
201111 -0.60 -0.26 0.00
201112 0.86 0.74 0.00
201201 7.01 5.06 0.00
201202 1.84 4.43 0.00
201203 2.98 3.11 0.00
201204 -1.37 -0.84 0.00
201205 -6.95 -6.20 0.01
201206 5.06 3.88 0.00
201207 -0.87 0.79 0.00
201208 3.11 2.56 0.01
201209 4.17 2.74 0.01
201210 -2.00 -1.75 0.01
201211 0.91 0.77 0.01
201212 3.75 1.18 0.01
201301 5.71 5.58 0.00
201302 1.09 1.28 0.00
201303 4.87 4.03 0.00
201304 -0.77 1.56 0.00
201305 5.14 2.81 0.00
201306 0.49 -1.21 0.00
201307 7.38 5.65 0.00
201308 -3.50 -2.69 0.00
201309 7.07 3.76 0.00
201310 3.49 4.17 0.00
201311 5.52 3.12 0.00
201312 1.93 2.81 0.00
201401 -4.43 -3.26 0.00
201402 4.22 4.65 0.00
201403 0.95 0.41 0.00
201404 -3.42 -0.14 0.00
201405 0.10 2.06 0.00
201406 4.36 2.59 0.00
201407 -5.84 -2.05 0.00
201408 4.54 4.23 0.00

Other Funds


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