Regression from Nov 1999 - Aug 2014

Rm-Rf Alpha R2
0.95 -1.81% 0.968
Standard error 0.0130 0.0006
t-statistics 73.24 -2.50

Fund Profile

Symbol DFUSX
Issuer Dimensional Fund Advisors
Type Mutual Fund
Region USA
Style Large Blend

Rolling Charts:


Fund Returns from Nov 1999 - Aug 2014

Month RaR Rm-Rf Rf
199911 1.95 3.37 0.36
199912 5.93 7.72 0.44
200001 -5.03 -4.73 0.41
200002 -1.80 2.45 0.43
200003 9.66 5.20 0.47
200004 -3.06 -6.40 0.46
200005 -2.01 -4.43 0.50
200006 1.95 4.64 0.40
200007 -1.44 -2.45 0.48
200008 6.32 7.14 0.50
200009 -5.58 -5.44 0.51
200010 -0.48 -2.77 0.56
200011 -7.88 -10.73 0.51
200012 0.21 1.19 0.50
200101 3.48 3.12 0.54
200102 -9.06 -10.08 0.39
200103 -6.61 -7.27 0.44
200104 7.91 7.95 0.39
200105 0.56 0.73 0.32
200106 -2.65 -1.93 0.28
200107 -1.02 -2.13 0.30
200108 -6.31 -6.46 0.31
200109 -8.32 -9.26 0.28
200110 1.87 2.47 0.22
200111 7.73 7.54 0.17
200112 0.36 1.60 0.15
200201 -1.45 -1.44 0.14
200202 -1.85 -2.29 0.13
200203 3.38 4.24 0.13
200204 -6.06 -5.20 0.15
200205 -0.77 -1.38 0.14
200206 -7.41 -7.21 0.13
200207 -7.72 -8.18 0.15
200208 0.61 0.50 0.14
200209 -11.20 -10.35 0.14
200210 8.86 7.83 0.14
200211 6.10 5.96 0.12
200212 -6.78 -5.76 0.11
200301 -2.53 -2.57 0.10
200302 -1.62 -1.89 0.09
200303 0.66 1.09 0.10
200304 8.36 8.22 0.10
200305 5.30 6.05 0.09
200306 0.86 1.42 0.10
200307 1.71 2.34 0.07
200308 1.96 2.34 0.07
200309 -1.51 -1.23 0.08
200310 5.72 6.08 0.07
200311 0.92 1.35 0.07
200312 4.44 4.30 0.08
200401 1.88 2.15 0.07
200402 1.35 1.40 0.06
200403 -1.70 -1.33 0.09
200404 -1.48 -1.83 0.08
200405 1.38 1.18 0.06
200406 1.48 1.86 0.08
200407 -3.28 -4.07 0.10
200408 0.38 0.08 0.11
200409 0.63 1.61 0.11
200410 1.49 1.43 0.11
200411 4.05 4.54 0.15
200412 2.48 3.43 0.16
200501 -2.42 -2.75 0.16
200502 2.24 1.89 0.16
200503 -2.08 -1.96 0.21
200504 -1.88 -2.61 0.21
200505 3.12 3.65 0.24
200506 -0.23 0.56 0.23
200507 3.85 3.92 0.24
200508 -1.01 -1.22 0.30
200509 0.34 0.48 0.29
200510 -1.70 -2.00 0.27
200511 3.80 3.62 0.31
200512 -0.55 -0.25 0.32
200601 2.68 3.04 0.35
200602 0.22 -0.30 0.34
200603 0.98 1.46 0.37
200604 1.39 0.72 0.36
200605 -2.96 -3.57 0.43
200606 -0.33 -0.35 0.40
200607 0.66 -0.78 0.40
200608 2.39 2.03 0.42
200609 2.02 1.84 0.41
200610 3.23 3.23 0.41
200611 1.92 1.71 0.42
200612 0.79 0.87 0.40
200701 1.57 1.41 0.44
200702 -2.03 -1.95 0.38
200703 0.79 0.68 0.43
200704 4.50 3.49 0.44
200705 3.46 3.24 0.41
200706 -2.08 -1.96 0.40
200707 -3.14 -3.74 0.40
200708 1.43 0.92 0.42
200709 3.29 3.23 0.32
200710 1.64 1.80 0.32
200711 -4.21 -4.82 0.34
200712 -1.31 -0.86 0.27
200801 -5.97 -6.35 0.21
200802 -3.33 -3.09 0.13
200803 -0.73 -0.94 0.17
200804 4.83 4.60 0.18
200805 1.30 1.86 0.18
200806 -8.80 -8.44 0.17
200807 -0.87 -0.77 0.15
200808 1.42 1.53 0.13
200809 -9.28 -9.24 0.15
200810 -16.77 -17.23 0.08
200811 -7.00 -7.86 0.03
200812 0.00 1.66 0.09
200901 -8.45 -8.12 0.00
200902 -10.57 -10.09 0.01
200903 8.07 8.95 0.02
200904 9.55 10.19 0.01
200905 5.71 5.21 0.00
200906 -0.45 0.43 0.01
200907 7.68 7.72 0.01
200908 3.64 3.32 0.01
200909 3.24 4.08 0.01
200910 -1.96 -2.59 0.00
200911 6.00 5.56 0.00
200912 1.26 2.75 0.01
201001 -3.60 -3.36 0.00
201002 3.09 3.40 0.00
201003 5.75 6.32 0.01
201004 1.54 2.00 0.00
201005 -8.03 -7.89 0.01
201006 -5.19 -5.56 0.01
201007 6.94 6.92 0.01
201008 -4.37 -4.77 0.01
201009 8.88 9.54 0.01
201010 3.72 3.88 0.01
201011 0.00 0.60 0.01
201012 6.71 6.82 0.01
201101 2.38 2.01 0.01
201102 3.39 3.49 0.01
201103 0.10 0.48 0.01
201104 2.86 2.90 0.00
201105 -1.09 -1.27 0.00
201106 -1.71 -1.75 0.00
201107 -2.04 -2.34 0.00
201108 -5.32 -6.00 0.01
201109 -7.06 -7.60 0.00
201110 10.91 11.34 0.00
201111 -0.32 -0.26 0.00
201112 1.07 0.74 0.00
201201 4.46 5.06 0.00
201202 4.27 4.43 0.00
201203 3.31 3.11 0.00
201204 -0.57 -0.84 0.00
201205 -6.07 -6.20 0.01
201206 4.14 3.88 0.00
201207 1.36 0.79 0.00
201208 2.20 2.56 0.01
201209 2.62 2.74 0.01
201210 -1.82 -1.75 0.01
201211 0.56 0.77 0.01
201212 0.83 1.18 0.01
201301 5.22 5.58 0.00
201302 1.31 1.28 0.00
201303 3.78 4.03 0.00
201304 1.99 1.56 0.00
201305 2.27 2.81 0.00
201306 -1.35 -1.21 0.00
201307 5.07 5.65 0.00
201308 -2.91 -2.69 0.00
201309 3.16 3.76 0.00
201310 4.59 4.17 0.00
201311 3.00 3.12 0.00
201312 2.56 2.81 0.00
201401 -3.46 -3.26 0.00
201402 4.59 4.65 0.00
201403 0.82 0.41 0.00
201404 0.75 -0.14 0.00
201405 2.30 2.06 0.00
201406 2.05 2.59 0.00
201407 -1.36 -2.05 0.00
201408 4.00 4.23 0.00

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