Regression from Dec 2007 - Aug 2014

Rm-Rf Alpha R2
1.16 -1.32% 0.978
Standard error 0.0195 0.0010
t-statistics 59.86 -1.11

Fund Profile

Symbol DFUEX
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 -1.29 -0.86 0.27
200801 -4.98 -6.35 0.21
200802 -2.99 -3.09 0.13
200803 -0.51 -0.94 0.17
200804 5.30 4.60 0.18
200805 2.82 1.86 0.18
200806 -9.43 -8.44 0.17
200807 -0.53 -0.77 0.15
200808 2.12 1.53 0.13
200809 -9.47 -9.24 0.15
200810 -19.63 -17.23 0.08
200811 -10.16 -7.86 0.03
200812 1.59 1.66 0.09
200901 -10.74 -8.12 0.00
200902 -11.82 -10.09 0.01
200903 10.17 8.95 0.02
200904 14.64 10.19 0.01
200905 4.52 5.21 0.00
200906 -0.94 0.43 0.01
200907 9.30 7.72 0.01
200908 3.99 3.32 0.01
200909 4.84 4.08 0.01
200910 -4.14 -2.59 0.00
200911 4.15 5.56 0.00
200912 4.31 2.75 0.01
201001 -3.98 -3.36 0.00
201002 4.62 3.40 0.00
201003 7.31 6.32 0.01
201004 4.11 2.00 0.00
201005 -8.04 -7.89 0.01
201006 -7.70 -5.56 0.01
201007 7.54 6.92 0.01
201008 -6.42 -4.77 0.01
201009 10.85 9.54 0.01
201010 3.74 3.88 0.01
201011 2.08 0.60 0.01
201012 8.29 6.82 0.01
201101 2.01 2.01 0.01
201102 4.80 3.49 0.01
201103 1.29 0.48 0.01
201104 2.09 2.90 0.00
201105 -1.93 -1.27 0.00
201106 -1.85 -1.75 0.00
201107 -3.30 -2.34 0.00
201108 -7.93 -6.00 0.01
201109 -10.07 -7.60 0.00
201110 14.14 11.34 0.00
201111 -0.39 -0.26 0.00
201112 0.52 0.74 0.00
201201 5.54 5.06 0.00
201202 4.52 4.43 0.00
201203 2.34 3.11 0.00
201204 -1.14 -0.84 0.00
201205 -7.27 -6.20 0.01
201206 3.61 3.88 0.00
201207 0.36 0.79 0.00
201208 3.35 2.56 0.01
201209 2.90 2.74 0.01
201210 -0.79 -1.75 0.01
201211 0.79 0.77 0.01
201212 2.70 1.18 0.01
201301 6.36 5.58 0.00
201302 1.24 1.28 0.00
201303 4.18 4.03 0.00
201304 0.29 1.56 0.00
201305 4.00 2.81 0.00
201306 -1.03 -1.21 0.00
201307 5.87 5.65 0.00
201308 -3.13 -2.69 0.00
201309 4.25 3.76 0.00
201310 4.16 4.17 0.00
201311 3.32 3.12 0.00
201312 2.88 2.81 0.00
201401 -4.32 -3.26 0.00
201402 4.60 4.65 0.00
201403 1.36 0.41 0.00
201404 -0.47 -0.14 0.00
201405 1.74 2.06 0.00
201406 3.43 2.59 0.00
201407 -2.86 -2.05 0.00
201408 4.03 4.23 0.00

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