Regression from Aug 1996 - Aug 2014

Rm-Rf Alpha R2
0.96 -2.65% 0.617
Standard error 0.0517 0.0024
t-statistics 18.63 -0.91

Fund Profile

Symbol DFUVX
Issuer Dimensional Fund Advisors
Type Mutual Fund
Region USA
Style Large Value

Rolling Charts:


Fund Returns from Aug 1996 - Aug 2014

Month RaR Rm-Rf Rf
199608 3.97 2.77 0.41
199609 2.04 5.01 0.44
199610 3.22 0.87 0.42
199611 7.17 6.25 0.41
199612 -4.57 -1.70 0.46
199701 3.63 4.99 0.45
199702 1.99 -0.49 0.39
199703 -4.61 -5.03 0.43
199704 3.27 4.04 0.43
199705 7.77 6.74 0.49
199706 3.09 4.10 0.37
199707 10.06 7.33 0.43
199708 -1.56 -4.15 0.41
199709 5.33 5.35 0.44
199710 -5.13 -3.79 0.42
199711 1.05 2.99 0.39
199712 -6.26 1.32 0.48
199801 1.25 0.14 0.43
199802 8.79 7.03 0.39
199803 5.62 4.77 0.39
199804 0.54 0.73 0.43
199805 -0.83 -3.06 0.40
199806 -0.24 3.18 0.41
199807 -3.49 -2.46 0.40
199808 -18.18 -16.08 0.43
199809 5.10 6.15 0.46
199810 8.11 7.13 0.32
199811 6.23 6.09 0.31
199812 -5.80 6.15 0.38
199901 1.94 3.50 0.35
199902 -2.63 -4.08 0.35
199903 3.24 3.45 0.43
199904 10.58 4.34 0.37
199905 -0.06 -2.46 0.34
199906 1.65 4.77 0.40
199907 -4.13 -3.47 0.38
199908 -3.58 -1.38 0.39
199909 -5.35 -2.81 0.39
199910 3.79 6.13 0.39
199911 -1.54 3.37 0.36
199912 -15.93 7.72 0.44
200001 -7.04 -4.73 0.41
200002 -8.99 2.45 0.43
200003 14.17 5.20 0.47
200004 2.96 -6.40 0.46
200005 -0.16 -4.43 0.50
200006 -6.93 4.64 0.40
200007 4.44 -2.45 0.48
200008 5.77 7.14 0.50
200009 -1.67 -5.44 0.51
200010 4.01 -2.77 0.56
200011 -3.19 -10.73 0.51
200012 -20.96 1.19 0.50
200101 4.94 3.12 0.54
200102 -0.09 -10.08 0.39
200103 -3.05 -7.27 0.44
200104 6.00 7.95 0.39
200105 2.88 0.73 0.32
200106 -1.92 -1.93 0.28
200107 0.62 -2.13 0.30
200108 -4.42 -6.46 0.31
200109 -11.11 -9.26 0.28
200110 -0.10 2.47 0.22
200111 9.38 7.54 0.17
200112 -9.15 1.60 0.15
200201 1.05 -1.44 0.14
200202 1.25 -2.29 0.13
200203 4.21 4.24 0.13
200204 -0.89 -5.20 0.15
200205 0.60 -1.38 0.14
200206 -6.02 -7.21 0.13
200207 -11.13 -8.18 0.15
200208 1.54 0.50 0.14
200209 -11.06 -10.35 0.14
200210 3.93 7.83 0.14
200211 6.93 5.96 0.12
200212 -5.77 -5.76 0.11
200301 -2.38 -2.57 0.10
200302 -2.94 -1.89 0.09
200303 -0.40 1.09 0.10
200304 9.27 8.22 0.10
200305 6.67 6.05 0.09
200306 1.14 1.42 0.10
200307 2.47 2.34 0.07
200308 3.62 2.34 0.07
200309 -2.22 -1.23 0.08
200310 6.71 6.08 0.07
200311 2.23 1.35 0.07
200312 5.56 4.30 0.08
200401 1.69 2.15 0.07
200402 2.59 1.40 0.06
200403 -0.36 -1.33 0.09
200404 -1.72 -1.83 0.08
200405 0.55 1.18 0.06
200406 2.47 1.86 0.08
200407 -3.21 -4.07 0.10
200408 0.00 0.08 0.11
200409 2.77 1.61 0.11
200410 1.26 1.43 0.11
200411 6.56 4.54 0.15
200412 3.49 3.43 0.16
200501 -2.57 -2.75 0.16
200502 3.05 1.89 0.16
200503 -0.40 -1.96 0.21
200504 -3.38 -2.61 0.21
200505 4.24 3.65 0.24
200506 1.84 0.56 0.23
200507 5.02 3.92 0.24
200508 -0.90 -1.22 0.30
200509 1.20 0.48 0.29
200510 -2.60 -2.00 0.27
200511 3.97 3.62 0.31
200512 -0.96 -0.25 0.32
200601 4.82 3.04 0.35
200602 -0.35 -0.30 0.34
200603 1.63 1.46 0.37
200604 2.73 0.72 0.36
200605 -1.77 -3.57 0.43
200606 0.42 -0.35 0.40
200607 -1.45 -0.78 0.40
200608 1.61 2.03 0.42
200609 2.48 1.84 0.41
200610 3.97 3.23 0.41
200611 1.87 1.71 0.42
200612 -1.02 0.87 0.40
200701 2.95 1.41 0.44
200702 -1.49 -1.95 0.38
200703 0.44 0.68 0.43
200704 4.28 3.49 0.44
200705 4.16 3.24 0.41
200706 -1.62 -1.96 0.40
200707 -6.18 -3.74 0.40
200708 -1.95 0.92 0.42
200709 2.56 3.23 0.32
200710 0.56 1.80 0.32
200711 -5.59 -4.82 0.34
200712 -0.33 -0.86 0.27
200801 -3.83 -6.35 0.21
200802 -3.02 -3.09 0.13
200803 -0.99 -0.94 0.17
200804 6.29 4.60 0.18
200805 2.42 1.86 0.18
200806 -10.96 -8.44 0.17
200807 -1.11 -0.77 0.15
200808 1.94 1.53 0.13
200809 -8.99 -9.24 0.15
200810 -22.49 -17.23 0.08
200811 -9.84 -7.86 0.03
200812 3.22 1.66 0.09
200901 -11.80 -8.12 0.00
200902 -14.02 -10.09 0.01
200903 9.99 8.95 0.02
200904 16.15 10.19 0.01
200905 7.82 5.21 0.00
200906 -1.28 0.43 0.01
200907 9.50 7.72 0.01
200908 6.71 3.32 0.01
200909 4.34 4.08 0.01
200910 -4.25 -2.59 0.00
200911 5.64 5.56 0.00
200912 2.71 2.75 0.01
201001 -2.30 -3.36 0.00
201002 4.36 3.40 0.00
201003 7.78 6.32 0.01
201004 3.18 2.00 0.00
201005 -8.57 -7.89 0.01
201006 -7.57 -5.56 0.01
201007 7.83 6.92 0.01
201008 -6.02 -4.77 0.01
201009 9.75 9.54 0.01
201010 3.76 3.88 0.01
201011 -0.77 0.60 0.01
201012 9.79 6.82 0.01
201101 3.18 2.01 0.01
201102 5.35 3.49 0.01
201103 0.52 0.48 0.01
201104 2.46 2.90 0.00
201105 -1.39 -1.27 0.00
201106 -1.79 -1.75 0.00
201107 -4.57 -2.34 0.00
201108 -8.48 -6.00 0.01
201109 -10.09 -7.60 0.00
201110 13.88 11.34 0.00
201111 -0.80 -0.26 0.00
201112 0.74 0.74 0.00
201201 4.97 5.06 0.00
201202 5.85 4.43 0.00
201203 1.78 3.11 0.00
201204 -2.00 -0.84 0.00
201205 -7.12 -6.20 0.01
201206 5.39 3.88 0.00
201207 0.94 0.79 0.00
201208 4.00 2.56 0.01
201209 3.66 2.74 0.01
201210 0.31 -1.75 0.01
201211 0.19 0.77 0.01
201212 3.02 1.18 0.01
201301 6.99 5.58 0.00
201302 1.28 1.28 0.00
201303 4.80 4.03 0.00
201304 1.05 1.56 0.00
201305 4.11 2.81 0.00
201306 -1.15 -1.21 0.00
201307 6.02 5.65 0.00
201308 -2.96 -2.69 0.00
201309 2.95 3.76 0.00
201310 5.06 4.17 0.00
201311 4.18 3.12 0.00
201312 2.66 2.81 0.00
201401 -3.95 -3.26 0.00
201402 3.36 4.65 0.00
201403 2.36 0.41 0.00
201404 0.67 -0.14 0.00
201405 2.20 2.06 0.00
201406 2.72 2.59 0.00
201407 -0.75 -2.05 0.00
201408 3.19 4.23 0.00

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