Regression from May 2008 - Aug 2014

Rm-Rf Alpha R2
1.09 -0.39% 0.992
Standard error 0.0111 0.0006
t-statistics 98.40 -0.56

Fund Profile

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

Rolling Charts:


Fund Returns from May 2008 - Aug 2014

Month RaR Rm-Rf Rf
200805 2.51 1.86 0.18
200806 -8.07 -8.44 0.17
200807 -0.56 -0.77 0.15
200808 2.12 1.53 0.13
200809 -9.30 -9.24 0.15
200810 -19.78 -17.23 0.08
200811 -8.57 -7.86 0.03
200812 2.30 1.66 0.09
200901 -9.16 -8.12 0.00
200902 -11.15 -10.09 0.01
200903 9.76 8.95 0.02
200904 12.89 10.19 0.01
200905 5.14 5.21 0.00
200906 0.31 0.43 0.01
200907 8.54 7.72 0.01
200908 3.79 3.32 0.01
200909 5.14 4.08 0.01
200910 -3.47 -2.59 0.00
200911 4.80 5.56 0.00
200912 4.07 2.75 0.01
201001 -3.30 -3.36 0.00
201002 3.79 3.40 0.00
201003 6.70 6.32 0.01
201004 3.20 2.00 0.00
201005 -8.08 -7.89 0.01
201006 -6.38 -5.56 0.01
201007 6.81 6.92 0.01
201008 -5.66 -4.77 0.01
201009 9.95 9.54 0.01
201010 3.71 3.88 0.01
201011 1.23 0.60 0.01
201012 7.18 6.82 0.01
201101 2.06 2.01 0.01
201102 4.04 3.49 0.01
201103 0.97 0.48 0.01
201104 2.50 2.90 0.00
201105 -1.41 -1.27 0.00
201106 -1.71 -1.75 0.00
201107 -2.61 -2.34 0.00
201108 -6.96 -6.00 0.01
201109 -8.97 -7.60 0.00
201110 12.56 11.34 0.00
201111 -0.10 -0.26 0.00
201112 0.63 0.74 0.00
201201 5.39 5.06 0.00
201202 4.53 4.43 0.00
201203 2.54 3.11 0.00
201204 -1.01 -0.84 0.00
201205 -6.68 -6.20 0.01
201206 3.68 3.88 0.00
201207 0.67 0.79 0.00
201208 3.14 2.56 0.01
201209 2.86 2.74 0.01
201210 -1.35 -1.75 0.01
201211 0.91 0.77 0.01
201212 1.71 1.18 0.01
201301 6.12 5.58 0.00
201302 1.25 1.28 0.00
201303 4.13 4.03 0.00
201304 1.03 1.56 0.00
201305 3.37 2.81 0.00
201306 -1.14 -1.21 0.00
201307 5.99 5.65 0.00
201308 -2.82 -2.69 0.00
201309 4.10 3.76 0.00
201310 4.15 4.17 0.00
201311 3.23 3.12 0.00
201312 2.66 2.81 0.00
201401 -3.50 -3.26 0.00
201402 4.77 4.65 0.00
201403 0.77 0.41 0.00
201404 -0.25 -0.14 0.00
201405 1.98 2.06 0.00
201406 3.00 2.59 0.00
201407 -2.49 -2.05 0.00
201408 4.30 4.23 0.00

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