Regression from Dec 2007 - Aug 2014

Rm-Rf Alpha R2
1.12 -0.42% 0.982
Standard error 0.0169 0.0009
t-statistics 66.26 -0.41

Fund Profile

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

Rolling Charts:


Fund Returns from Dec 2007 - Aug 2014

Month RaR Rm-Rf Rf
200712 -1.26 -0.86 0.27
200801 -4.64 -6.35 0.21
200802 -2.92 -3.09 0.13
200803 -1.25 -0.94 0.17
200804 4.82 4.60 0.18
200805 2.78 1.86 0.18
200806 -9.54 -8.44 0.17
200807 1.04 -0.77 0.15
200808 2.58 1.53 0.13
200809 -8.79 -9.24 0.15
200810 -19.42 -17.23 0.08
200811 -8.89 -7.86 0.03
200812 2.44 1.66 0.09
200901 -10.26 -8.12 0.00
200902 -11.63 -10.09 0.01
200903 9.47 8.95 0.02
200904 13.50 10.19 0.01
200905 4.28 5.21 0.00
200906 -0.36 0.43 0.01
200907 9.12 7.72 0.01
200908 4.10 3.32 0.01
200909 4.41 4.08 0.01
200910 -4.22 -2.59 0.00
200911 4.41 5.56 0.00
200912 4.22 2.75 0.01
201001 -3.18 -3.36 0.00
201002 4.19 3.40 0.00
201003 6.89 6.32 0.01
201004 3.76 2.00 0.00
201005 -8.02 -7.89 0.01
201006 -7.31 -5.56 0.01
201007 7.44 6.92 0.01
201008 -6.07 -4.77 0.01
201009 10.53 9.54 0.01
201010 3.81 3.88 0.01
201011 1.70 0.60 0.01
201012 7.86 6.82 0.01
201101 2.03 2.01 0.01
201102 4.45 3.49 0.01
201103 1.23 0.48 0.01
201104 2.44 2.90 0.00
201105 -1.62 -1.27 0.00
201106 -1.98 -1.75 0.00
201107 -3.36 -2.34 0.00
201108 -7.54 -6.00 0.01
201109 -9.54 -7.60 0.00
201110 13.31 11.34 0.00
201111 -0.37 -0.26 0.00
201112 0.74 0.74 0.00
201201 5.49 5.06 0.00
201202 4.39 4.43 0.00
201203 2.44 3.11 0.00
201204 -1.08 -0.84 0.00
201205 -6.89 -6.20 0.01
201206 3.99 3.88 0.00
201207 0.45 0.79 0.00
201208 3.26 2.56 0.01
201209 2.94 2.74 0.01
201210 -0.85 -1.75 0.01
201211 0.96 0.77 0.01
201212 2.11 1.18 0.01
201301 6.51 5.58 0.00
201302 1.07 1.28 0.00
201303 4.23 4.03 0.00
201304 0.83 1.56 0.00
201305 3.66 2.81 0.00
201306 -0.88 -1.21 0.00
201307 5.96 5.65 0.00
201308 -3.11 -2.69 0.00
201309 4.25 3.76 0.00
201310 4.07 4.17 0.00
201311 3.43 3.12 0.00
201312 2.78 2.81 0.00
201401 -3.68 -3.26 0.00
201402 4.76 4.65 0.00
201403 1.04 0.41 0.00
201404 -0.52 -0.14 0.00
201405 1.85 2.06 0.00
201406 3.13 2.59 0.00
201407 -2.82 -2.05 0.00
201408 4.21 4.23 0.00

Other Funds


Use the form below to perform a regression analysis for a specific fund.

Pick a fund symbol, regression type, and optional start and end months to perform the calculation.