Regression from May 1992 - Aug 2014

Rm-Rf Alpha R2
1.14 0.57% 0.763
Standard error 0.0389 0.0017
t-statistics 29.25 0.28

Fund Profile

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

Rolling Charts:


Fund Returns from May 1992 - Aug 2014

Month RaR Rm-Rf Rf
199205 0.00 0.30 0.28
199206 -4.89 -2.34 0.32
199207 4.50 3.77 0.31
199208 -2.15 -2.38 0.26
199209 1.57 1.19 0.26
199210 3.10 1.01 0.23
199211 9.31 4.13 0.23
199212 3.30 1.53 0.28
199301 3.46 0.94 0.23
199302 -2.31 0.13 0.22
199303 2.37 2.31 0.25
199304 -3.08 -3.05 0.24
199305 3.98 2.88 0.22
199306 -0.51 0.31 0.25
199307 0.77 -0.34 0.24
199308 3.31 3.72 0.25
199309 2.71 -0.12 0.26
199310 2.16 1.41 0.22
199311 -3.29 -1.89 0.25
199312 2.43 1.64 0.23
199401 3.08 2.87 0.25
199402 -0.92 -2.55 0.21
199403 -4.87 -4.78 0.27
199404 0.24 0.68 0.27
199405 -0.49 0.57 0.32
199406 -2.93 -3.03 0.31
199407 1.51 2.81 0.28
199408 4.71 4.01 0.37
199409 0.47 -2.31 0.37
199410 0.47 1.34 0.38
199411 -3.76 -4.04 0.37
199412 -7.56 0.87 0.44
199501 0.79 1.79 0.42
199502 3.14 3.62 0.40
199503 2.03 2.19 0.46
199504 3.23 2.12 0.44
199505 1.93 2.90 0.54
199506 5.20 2.72 0.47
199507 6.07 3.72 0.45
199508 2.75 0.55 0.47
199509 1.86 3.35 0.43
199510 -5.06 -1.52 0.47
199511 2.77 3.95 0.42
199512 -0.62 1.03 0.49
199601 0.21 2.26 0.43
199602 3.33 1.33 0.39
199603 2.22 0.73 0.39
199604 6.51 2.06 0.46
199605 5.19 2.37 0.42
199606 -4.58 -1.14 0.40
199607 -8.30 -5.97 0.45
199608 5.84 2.77 0.41
199609 3.23 5.01 0.44
199610 -1.47 0.87 0.42
199611 3.74 6.25 0.41
199612 1.62 -1.70 0.46
199701 3.19 4.99 0.45
199702 -2.06 -0.49 0.39
199703 -4.74 -5.03 0.43
199704 -1.10 4.04 0.43
199705 11.36 6.74 0.49
199706 5.02 4.10 0.37
199707 6.05 7.33 0.43
199708 3.60 -4.15 0.41
199709 7.68 5.35 0.44
199710 -4.31 -3.79 0.42
199711 -1.55 2.99 0.39
199712 0.14 1.32 0.48
199801 -1.28 0.14 0.43
199802 7.37 7.03 0.39
199803 4.17 4.77 0.39
199804 1.42 0.73 0.43
199805 -5.22 -3.06 0.40
199806 -1.34 3.18 0.41
199807 -7.77 -2.46 0.40
199808 -20.53 -16.08 0.43
199809 6.13 6.15 0.46
199810 4.38 7.13 0.32
199811 6.71 6.09 0.31
199812 4.25 6.15 0.38
199901 1.51 3.50 0.35
199902 -8.47 -4.08 0.35
199903 -0.97 3.45 0.43
199904 9.18 4.34 0.37
199905 3.90 -2.46 0.34
199906 5.78 4.77 0.40
199907 -0.82 -3.47 0.38
199908 -2.62 -1.38 0.39
199909 -0.57 -2.81 0.39
199910 -1.14 6.13 0.39
199911 8.35 3.37 0.36
199912 10.36 7.72 0.44
200001 -0.12 -4.73 0.41
200002 16.75 2.45 0.43
200003 -4.33 5.20 0.47
200004 -7.87 -6.40 0.46
200005 -5.27 -4.43 0.50
200006 10.14 4.64 0.40
200007 -2.69 -2.45 0.48
200008 8.19 7.14 0.50
200009 -2.03 -5.44 0.51
200010 -4.35 -2.77 0.56
200011 -9.22 -10.73 0.51
200012 6.77 1.19 0.50
200101 8.69 3.12 0.54
200102 -6.70 -10.08 0.39
200103 -4.51 -7.27 0.44
200104 7.76 7.95 0.39
200105 4.72 0.73 0.32
200106 1.29 -1.93 0.28
200107 -0.21 -2.13 0.30
200108 -2.98 -6.46 0.31
200109 -14.24 -9.26 0.28
200110 6.64 2.47 0.22
200111 7.78 7.54 0.17
200112 6.78 1.60 0.15
200201 -0.62 -1.44 0.14
200202 -2.72 -2.29 0.13
200203 8.50 4.24 0.13
200204 0.30 -5.20 0.15
200205 -4.25 -1.38 0.14
200206 -5.06 -7.21 0.13
200207 -14.36 -8.18 0.15
200208 0.13 0.50 0.14
200209 -7.61 -10.35 0.14
200210 3.71 7.83 0.14
200211 9.80 5.96 0.12
200212 -6.15 -5.76 0.11
200301 -2.70 -2.57 0.10
200302 -3.30 -1.89 0.09
200303 0.96 1.09 0.10
200304 10.15 8.22 0.10
200305 11.18 6.05 0.09
200306 2.65 1.42 0.10
200307 6.35 2.34 0.07
200308 4.96 2.34 0.07
200309 -1.54 -1.23 0.08
200310 8.81 6.08 0.07
200311 3.60 1.35 0.07
200312 2.35 4.30 0.08
200401 4.41 2.15 0.07
200402 0.89 1.40 0.06
200403 0.48 -1.33 0.09
200404 -4.09 -1.83 0.08
200405 1.09 1.18 0.06
200406 4.38 1.86 0.08
200407 -7.21 -4.07 0.10
200408 -1.45 0.08 0.11
200409 4.94 1.61 0.11
200410 1.90 1.43 0.11
200411 8.75 4.54 0.15
200412 3.43 3.43 0.16
200501 -3.89 -2.75 0.16
200502 1.72 1.89 0.16
200503 -2.87 -1.96 0.21
200504 -6.22 -2.61 0.21
200505 6.88 3.65 0.24
200506 3.79 0.56 0.23
200507 6.78 3.92 0.24
200508 -1.37 -1.22 0.30
200509 0.62 0.48 0.29
200510 -4.82 -2.00 0.27
200511 6.80 3.62 0.31
200512 -0.41 -0.25 0.32
200601 9.11 3.04 0.35
200602 -0.19 -0.30 0.34
200603 4.62 1.46 0.37
200604 0.18 0.72 0.36
200605 -5.42 -3.57 0.43
200606 -0.57 -0.35 0.40
200607 -3.86 -0.78 0.40
200608 2.77 2.03 0.42
200609 0.83 1.84 0.41
200610 5.66 3.23 0.41
200611 2.53 1.71 0.42
200612 0.65 0.87 0.40
200701 1.46 1.41 0.44
200702 -0.52 -1.95 0.38
200703 1.10 0.68 0.43
200704 1.83 3.49 0.44
200705 3.76 3.24 0.41
200706 -1.08 -1.96 0.40
200707 -6.01 -3.74 0.40
200708 1.40 0.92 0.42
200709 1.26 3.23 0.32
200710 1.93 1.80 0.32
200711 -7.39 -4.82 0.34
200712 -0.24 -0.86 0.27
200801 -6.92 -6.35 0.21
200802 -3.17 -3.09 0.13
200803 0.33 -0.94 0.17
200804 3.13 4.60 0.18
200805 4.77 1.86 0.18
200806 -8.93 -8.44 0.17
200807 3.11 -0.77 0.15
200808 3.67 1.53 0.13
200809 -8.03 -9.24 0.15
200810 -20.56 -17.23 0.08
200811 -12.21 -7.86 0.03
200812 4.93 1.66 0.09
200901 -11.09 -8.12 0.00
200902 -12.05 -10.09 0.01
200903 10.34 8.95 0.02
200904 18.52 10.19 0.01
200905 3.49 5.21 0.00
200906 2.66 0.43 0.01
200907 10.38 7.72 0.01
200908 3.53 3.32 0.01
200909 6.28 4.08 0.01
200910 -6.98 -2.59 0.00
200911 2.60 5.56 0.00
200912 8.28 2.75 0.01
201001 -3.03 -3.36 0.00
201002 4.83 3.40 0.00
201003 8.20 6.32 0.01
201004 6.83 2.00 0.00
201005 -7.80 -7.89 0.01
201006 -8.02 -5.56 0.01
201007 7.19 6.92 0.01
201008 -7.61 -4.77 0.01
201009 13.06 9.54 0.01
201010 4.08 3.88 0.01
201011 4.21 0.60 0.01
201012 7.97 6.82 0.01
201101 0.11 2.01 0.01
201102 5.58 3.49 0.01
201103 2.89 0.48 0.01
201104 2.38 2.90 0.00
201105 -2.04 -1.27 0.00
201106 -1.60 -1.75 0.00
201107 -3.49 -2.34 0.00
201108 -8.96 -6.00 0.01
201109 -11.13 -7.60 0.00
201110 15.29 11.34 0.00
201111 -0.33 -0.26 0.00
201112 0.55 0.74 0.00
201201 6.75 5.06 0.00
201202 2.86 4.43 0.00
201203 2.63 3.11 0.00
201204 -1.40 -0.84 0.00
201205 -6.47 -6.20 0.01
201206 4.19 3.88 0.00
201207 -0.80 0.79 0.00
201208 3.50 2.56 0.01
201209 3.28 2.74 0.01
201210 -1.23 -1.75 0.01
201211 1.15 0.77 0.01
201212 3.18 1.18 0.01
201301 6.26 5.58 0.00
201302 1.00 1.28 0.00
201303 4.85 4.03 0.00
201304 -0.82 1.56 0.00
201305 5.11 2.81 0.00
201306 -0.08 -1.21 0.00
201307 7.18 5.65 0.00
201308 -3.37 -2.69 0.00
201309 6.22 3.76 0.00
201310 3.25 4.17 0.00
201311 4.70 3.12 0.00
201312 2.05 2.81 0.00
201401 -4.11 -3.26 0.00
201402 4.59 4.65 0.00
201403 0.52 0.41 0.00
201404 -2.95 -0.14 0.00
201405 0.56 2.06 0.00
201406 4.77 2.59 0.00
201407 -5.99 -2.05 0.00
201408 4.74 4.23 0.00

Other Funds


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