Regression from Feb 1999 - Aug 2014

Rm-Rf Alpha R2
1.19 3.70% 0.784
Standard error 0.0460 0.0021
t-statistics 25.89 1.46

Fund Profile

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

Rolling Charts:


Fund Returns from Feb 1999 - Aug 2014

Month RaR Rm-Rf Rf
199902 -8.01 -4.08 0.35
199903 -0.84 3.45 0.43
199904 10.23 4.34 0.37
199905 4.26 -2.46 0.34
199906 5.97 4.77 0.40
199907 -1.09 -3.47 0.38
199908 -3.20 -1.38 0.39
199909 -0.31 -2.81 0.39
199910 -1.14 6.13 0.39
199911 8.48 3.37 0.36
199912 11.68 7.72 0.44
200001 0.00 -4.73 0.41
200002 19.53 2.45 0.43
200003 -5.93 5.20 0.47
200004 -8.61 -6.40 0.46
200005 -6.48 -4.43 0.50
200006 11.51 4.64 0.40
200007 -3.63 -2.45 0.48
200008 9.12 7.14 0.50
200009 -1.84 -5.44 0.51
200010 -4.22 -2.77 0.56
200011 -10.11 -10.73 0.51
200012 6.17 1.19 0.50
200101 10.17 3.12 0.54
200102 -7.76 -10.08 0.39
200103 -4.79 -7.27 0.44
200104 9.01 7.95 0.39
200105 4.29 0.73 0.32
200106 0.93 -1.93 0.28
200107 -0.62 -2.13 0.30
200108 -3.64 -6.46 0.31
200109 -15.03 -9.26 0.28
200110 7.85 2.47 0.22
200111 8.51 7.54 0.17
200112 6.47 1.60 0.15
200201 -1.29 -1.44 0.14
200202 -3.62 -2.29 0.13
200203 8.54 4.24 0.13
200204 -0.59 -5.20 0.15
200205 -4.88 -1.38 0.14
200206 -6.22 -7.21 0.13
200207 -14.68 -8.18 0.15
200208 0.00 0.50 0.14
200209 -7.58 -10.35 0.14
200210 3.68 7.83 0.14
200211 9.03 5.96 0.12
200212 -5.95 -5.76 0.11
200301 -2.87 -2.57 0.10
200302 -3.36 -1.89 0.09
200303 0.84 1.09 0.10
200304 10.03 8.22 0.10
200305 11.30 6.05 0.09
200306 2.90 1.42 0.10
200307 6.22 2.34 0.07
200308 5.62 2.34 0.07
200309 -1.18 -1.23 0.08
200310 9.42 6.08 0.07
200311 3.76 1.35 0.07
200312 1.84 4.30 0.08
200401 4.59 2.15 0.07
200402 0.80 1.40 0.06
200403 0.67 -1.33 0.09
200404 -4.33 -1.83 0.08
200405 1.02 1.18 0.06
200406 3.78 1.86 0.08
200407 -7.29 -4.07 0.10
200408 -1.44 0.08 0.11
200409 5.05 1.61 0.11
200410 1.90 1.43 0.11
200411 8.51 4.54 0.15
200412 4.06 3.43 0.16
200501 -3.52 -2.75 0.16
200502 1.94 1.89 0.16
200503 -2.85 -1.96 0.21
200504 -6.16 -2.61 0.21
200505 6.81 3.65 0.24
200506 3.56 0.56 0.23
200507 6.99 3.92 0.24
200508 -1.14 -1.22 0.30
200509 0.94 0.48 0.29
200510 -3.06 -2.00 0.27
200511 4.82 3.62 0.31
200512 0.05 -0.25 0.32
200601 8.99 3.04 0.35
200602 -0.56 -0.30 0.34
200603 4.57 1.46 0.37
200604 0.50 0.72 0.36
200605 -5.65 -3.57 0.43
200606 -0.43 -0.35 0.40
200607 -4.01 -0.78 0.40
200608 2.29 2.03 0.42
200609 0.68 1.84 0.41
200610 5.41 3.23 0.41
200611 2.98 1.71 0.42
200612 0.58 0.87 0.40
200701 1.81 1.41 0.44
200702 -0.22 -1.95 0.38
200703 1.35 0.68 0.43
200704 2.28 3.49 0.44
200705 4.20 3.24 0.41
200706 -1.05 -1.96 0.40
200707 -5.99 -3.74 0.40
200708 0.74 0.92 0.42
200709 1.64 3.23 0.32
200710 2.16 1.80 0.32
200711 -7.75 -4.82 0.34
200712 -0.13 -0.86 0.27
200801 -7.29 -6.35 0.21
200802 -2.57 -3.09 0.13
200803 0.00 -0.94 0.17
200804 3.14 4.60 0.18
200805 4.59 1.86 0.18
200806 -7.89 -8.44 0.17
200807 2.51 -0.77 0.15
200808 2.44 1.53 0.13
200809 -9.21 -9.24 0.15
200810 -21.03 -17.23 0.08
200811 -12.65 -7.86 0.03
200812 4.34 1.66 0.09
200901 -11.76 -8.12 0.00
200902 -12.25 -10.09 0.01
200903 9.72 8.95 0.02
200904 16.42 10.19 0.01
200905 3.03 5.21 0.00
200906 2.44 0.43 0.01
200907 9.52 7.72 0.01
200908 1.79 3.32 0.01
200909 5.40 4.08 0.01
200910 -6.97 -2.59 0.00
200911 2.30 5.56 0.00
200912 8.20 2.75 0.01
201001 -3.30 -3.36 0.00
201002 4.43 3.40 0.00
201003 8.02 6.32 0.01
201004 6.52 2.00 0.00
201005 -7.77 -7.89 0.01
201006 -7.66 -5.56 0.01
201007 7.07 6.92 0.01
201008 -7.86 -4.77 0.01
201009 12.38 9.54 0.01
201010 4.22 3.88 0.01
201011 4.30 0.60 0.01
201012 7.81 6.82 0.01
201101 -0.09 2.01 0.01
201102 5.72 3.49 0.01
201103 3.11 0.48 0.01
201104 2.11 2.90 0.00
201105 -2.10 -1.27 0.00
201106 -1.61 -1.75 0.00
201107 -3.15 -2.34 0.00
201108 -9.11 -6.00 0.01
201109 -11.12 -7.60 0.00
201110 15.19 11.34 0.00
201111 -0.37 -0.26 0.00
201112 0.80 0.74 0.00
201201 6.77 5.06 0.00
201202 2.43 4.43 0.00
201203 2.89 3.11 0.00
201204 -1.36 -0.84 0.00
201205 -6.48 -6.20 0.01
201206 4.38 3.88 0.00
201207 -0.69 0.79 0.00
201208 3.41 2.56 0.01
201209 3.46 2.74 0.01
201210 -1.45 -1.75 0.01
201211 1.06 0.77 0.01
201212 3.40 1.18 0.01
201301 6.07 5.58 0.00
201302 1.18 1.28 0.00
201303 4.67 4.03 0.00
201304 -0.80 1.56 0.00
201305 5.06 2.81 0.00
201306 0.03 -1.21 0.00
201307 7.49 5.65 0.00
201308 -3.17 -2.69 0.00
201309 6.33 3.76 0.00
201310 3.02 4.17 0.00
201311 5.19 3.12 0.00
201312 2.09 2.81 0.00
201401 -4.29 -3.26 0.00
201402 4.39 4.65 0.00
201403 0.71 0.41 0.00
201404 -3.15 -0.14 0.00
201405 0.50 2.06 0.00
201406 4.26 2.59 0.00
201407 -5.91 -2.05 0.00
201408 4.83 4.23 0.00

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