Regression from Apr 1993 - Aug 2014

Rm-Rf Alpha R2
1.08 3.12% 0.719
Standard error 0.0425 0.0019
t-statistics 25.53 1.37

Fund Profile

Symbol DFSVX
Issuer Dimensional Fund Advisors
Type Mutual Fund
Region USA
Style Small Value

Rolling Charts:


Fund Returns from Apr 1993 - Aug 2014

Month RaR Rm-Rf Rf
199304 -2.14 -3.05 0.24
199305 2.55 2.88 0.22
199306 0.00 0.31 0.25
199307 3.20 -0.34 0.24
199308 3.10 3.72 0.25
199309 3.68 -0.12 0.26
199310 3.23 1.41 0.22
199311 -1.88 -1.89 0.25
199312 2.23 1.64 0.23
199401 4.98 2.87 0.25
199402 -0.30 -2.55 0.21
199403 -3.27 -4.78 0.27
199404 0.62 0.68 0.27
199405 0.31 0.57 0.32
199406 -1.83 -3.03 0.31
199407 1.55 2.81 0.28
199408 3.67 4.01 0.37
199409 -0.59 -2.31 0.37
199410 -1.19 1.34 0.38
199411 -3.60 -4.04 0.37
199412 0.93 0.87 0.44
199501 1.23 1.79 0.42
199502 3.35 3.62 0.40
199503 1.18 2.19 0.46
199504 3.50 2.12 0.44
199505 2.82 2.90 0.54
199506 4.11 2.72 0.47
199507 5.26 3.72 0.45
199508 3.25 0.55 0.47
199509 1.21 3.35 0.43
199510 -4.78 -1.52 0.47
199511 3.52 3.95 0.42
199512 1.70 1.03 0.49
199601 -0.48 2.26 0.43
199602 2.16 1.33 0.39
199603 2.82 0.73 0.39
199604 5.25 2.06 0.46
199605 3.90 2.37 0.42
199606 -2.09 -1.14 0.40
199607 -6.18 -5.97 0.45
199608 4.55 2.77 0.41
199609 3.26 5.01 0.44
199610 0.63 0.87 0.42
199611 4.81 6.25 0.41
199612 2.20 -1.70 0.46
199701 2.54 4.99 0.45
199702 0.00 -0.49 0.39
199703 -2.67 -5.03 0.43
199704 -0.39 4.04 0.43
199705 9.43 6.74 0.49
199706 6.28 4.10 0.37
199707 5.91 7.33 0.43
199708 3.67 -4.15 0.41
199709 7.69 5.35 0.44
199710 -3.57 -3.79 0.42
199711 -0.89 2.99 0.39
199712 0.15 1.32 0.48
199801 -1.34 0.14 0.43
199802 7.56 7.03 0.39
199803 4.08 4.77 0.39
199804 2.03 0.73 0.43
199805 -3.84 -3.06 0.40
199806 -2.07 3.18 0.41
199807 -7.31 -2.46 0.40
199808 -18.51 -16.08 0.43
199809 2.98 6.15 0.46
199810 4.16 7.13 0.32
199811 5.38 6.09 0.31
199812 2.31 6.15 0.38
199901 1.61 3.50 0.35
199902 -8.24 -4.08 0.35
199903 -1.90 3.45 0.43
199904 10.56 4.34 0.37
199905 4.78 -2.46 0.34
199906 6.08 4.77 0.40
199907 -0.43 -3.47 0.38
199908 -2.73 -1.38 0.39
199909 -2.66 -2.81 0.39
199910 -3.50 6.13 0.39
199911 4.57 3.37 0.36
199912 5.72 7.72 0.44
200001 -0.71 -4.73 0.41
200002 9.18 2.45 0.43
200003 0.39 5.20 0.47
200004 -3.53 -6.40 0.46
200005 -4.21 -4.43 0.50
200006 4.96 4.64 0.40
200007 0.00 -2.45 0.48
200008 7.42 7.14 0.50
200009 -1.88 -5.44 0.51
200010 -3.84 -2.77 0.56
200011 -5.46 -10.73 0.51
200012 7.89 1.19 0.50
200101 10.31 3.12 0.54
200102 -1.89 -10.08 0.39
200103 -2.53 -7.27 0.44
200104 6.19 7.95 0.39
200105 6.18 0.73 0.32
200106 0.66 -1.93 0.28
200107 1.31 -2.13 0.30
200108 -1.29 -6.46 0.31
200109 -14.61 -9.26 0.28
200110 3.96 2.47 0.22
200111 7.86 7.54 0.17
200112 7.29 1.60 0.15
200201 1.59 -1.44 0.14
200202 -0.21 -2.29 0.13
200203 9.95 4.24 0.13
200204 4.48 -5.20 0.15
200205 -3.10 -1.38 0.14
200206 -2.16 -7.21 0.13
200207 -15.58 -8.18 0.15
200208 -1.25 0.50 0.14
200209 -7.27 -10.35 0.14
200210 1.62 7.83 0.14
200211 9.30 5.96 0.12
200212 -4.03 -5.76 0.11
200301 -3.50 -2.57 0.10
200302 -4.11 -1.89 0.09
200303 -0.25 1.09 0.10
200304 10.62 8.22 0.10
200305 11.77 6.05 0.09
200306 3.58 1.42 0.10
200307 7.11 2.34 0.07
200308 5.07 2.34 0.07
200309 -0.79 -1.23 0.08
200310 9.99 6.08 0.07
200311 4.18 1.35 0.07
200312 5.40 4.30 0.08
200401 4.90 2.15 0.07
200402 1.40 1.40 0.06
200403 0.96 -1.33 0.09
200404 -3.20 -1.83 0.08
200405 0.42 1.18 0.06
200406 6.66 1.86 0.08
200407 -5.33 -4.07 0.10
200408 -1.53 0.08 0.11
200409 4.94 1.61 0.11
200410 1.01 1.43 0.11
200411 9.98 4.54 0.15
200412 3.57 3.43 0.16
200501 -3.56 -2.75 0.16
200502 2.73 1.89 0.16
200503 -1.95 -1.96 0.21
200504 -7.28 -2.61 0.21
200505 6.61 3.65 0.24
200506 4.20 0.56 0.23
200507 7.12 3.92 0.24
200508 -1.69 -1.22 0.30
200509 0.78 0.48 0.29
200510 -4.51 -2.00 0.27
200511 5.99 3.62 0.31
200512 0.22 -0.25 0.32
200601 8.79 3.04 0.35
200602 -0.35 -0.30 0.34
200603 6.10 1.46 0.37
200604 0.99 0.72 0.36
200605 -4.39 -3.57 0.43
200606 0.05 -0.35 0.40
200607 -3.76 -0.78 0.40
200608 1.98 2.03 0.42
200609 1.19 1.84 0.41
200610 5.41 3.23 0.41
200611 3.03 1.71 0.42
200612 1.31 0.87 0.40
200701 2.19 1.41 0.44
200702 -0.22 -1.95 0.38
200703 1.05 0.68 0.43
200704 1.82 3.49 0.44
200705 3.66 3.24 0.41
200706 -1.56 -1.96 0.40
200707 -7.63 -3.74 0.40
200708 -0.77 0.92 0.42
200709 -0.27 3.23 0.32
200710 1.14 1.80 0.32
200711 -8.75 -4.82 0.34
200712 -1.19 -0.86 0.27
200801 -3.95 -6.35 0.21
200802 -2.87 -3.09 0.13
200803 0.86 -0.94 0.17
200804 1.65 4.60 0.18
200805 4.13 1.86 0.18
200806 -10.10 -8.44 0.17
200807 2.07 -0.77 0.15
200808 4.16 1.53 0.13
200809 -6.89 -9.24 0.15
200810 -22.13 -17.23 0.08
200811 -12.98 -7.86 0.03
200812 5.25 1.66 0.09
200901 -14.25 -8.12 0.00
200902 -12.74 -10.09 0.01
200903 10.37 8.95 0.02
200904 19.65 10.19 0.01
200905 3.21 5.21 0.00
200906 0.39 0.43 0.01
200907 13.46 7.72 0.01
200908 5.11 3.32 0.01
200909 6.36 4.08 0.01
200910 -7.56 -2.59 0.00
200911 3.17 5.56 0.00
200912 7.86 2.75 0.01
201001 -3.14 -3.36 0.00
201002 6.18 3.40 0.00
201003 8.82 6.32 0.01
201004 8.16 2.00 0.00
201005 -9.94 -7.89 0.01
201006 -10.11 -5.56 0.01
201007 8.65 6.92 0.01
201008 -8.35 -4.77 0.01
201009 12.94 9.54 0.01
201010 4.14 3.88 0.01
201011 4.49 0.60 0.01
201012 9.19 6.82 0.01
201101 0.32 2.01 0.01
201102 6.27 3.49 0.01
201103 2.04 0.48 0.01
201104 1.29 2.90 0.00
201105 -3.12 -1.27 0.00
201106 -1.82 -1.75 0.00
201107 -2.89 -2.34 0.00
201108 -10.54 -6.00 0.01
201109 -12.58 -7.60 0.00
201110 15.81 11.34 0.00
201111 -0.69 -0.26 0.00
201112 0.94 0.74 0.00
201201 7.45 5.06 0.00
201202 3.19 4.43 0.00
201203 2.30 3.11 0.00
201204 -1.60 -0.84 0.00
201205 -7.16 -6.20 0.01
201206 4.40 3.88 0.00
201207 -0.23 0.79 0.00
201208 4.22 2.56 0.01
201209 3.31 2.74 0.01
201210 -0.84 -1.75 0.01
201211 1.87 0.77 0.01
201212 3.67 1.18 0.01
201301 6.56 5.58 0.00
201302 1.74 1.28 0.00
201303 4.90 4.03 0.00
201304 -1.10 1.56 0.00
201305 5.40 2.81 0.00
201306 -0.71 -1.21 0.00
201307 7.35 5.65 0.00
201308 -4.17 -2.69 0.00
201309 5.22 3.76 0.00
201310 3.54 4.17 0.00
201311 5.07 3.12 0.00
201312 2.73 2.81 0.00
201401 -5.15 -3.26 0.00
201402 5.45 4.65 0.00
201403 1.19 0.41 0.00
201404 -1.93 -0.14 0.00
201405 0.83 2.06 0.00
201406 4.44 2.59 0.00
201407 -5.76 -2.05 0.00
201408 5.83 4.23 0.00

Other Funds


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