Regression from Mar 1998 - Oct 2013

Rm-Rf Alpha R2
0.85 0.85% 0.846
Standard error 0.0266 0.0013
t-statistics 31.93 0.55

Fund Profile

Symbol DIA
Issuer SPDR
Type ETF
Region USA
Style Large Blend

Rolling Charts:


Fund Returns from Mar 1998 - Oct 2013

Month RaR Rm-Rf Rf
199803 3.03 4.77 0.39
199804 3.44 0.73 0.43
199805 -2.14 -3.06 0.40
199806 1.17 3.18 0.41
199807 -1.30 -2.46 0.40
199808 -15.23 -16.08 0.43
199809 4.58 6.15 0.46
199810 10.02 7.13 0.32
199811 5.73 6.09 0.31
199812 0.96 6.15 0.38
199901 2.09 3.50 0.35
199902 -0.27 -4.08 0.35
199903 5.39 3.45 0.43
199904 10.25 4.34 0.37
199905 -2.10 -2.46 0.34
199906 4.13 4.77 0.40
199907 -2.73 -3.47 0.38
199908 2.00 -1.38 0.39
199909 -4.16 -2.81 0.39
199910 3.84 6.13 0.39
199911 1.23 3.37 0.36
199912 6.08 7.72 0.44
200001 -4.84 -4.73 0.41
200002 -7.13 2.45 0.43
200003 7.91 5.20 0.47
200004 -1.67 -6.40 0.46
200005 -1.94 -4.43 0.50
200006 -0.83 4.64 0.40
200007 0.74 -2.45 0.48
200008 7.24 7.14 0.50
200009 -5.08 -5.44 0.51
200010 2.74 -2.77 0.56
200011 -4.46 -10.73 0.51
200012 2.38 1.19 0.50
200101 1.88 3.12 0.54
200102 -3.22 -10.08 0.39
200103 -5.45 -7.27 0.44
200104 8.25 7.95 0.39
200105 1.89 0.73 0.32
200106 -3.42 -1.93 0.28
200107 -0.09 -2.13 0.30
200108 -4.80 -6.46 0.31
200109 -11.41 -9.26 0.28
200110 2.74 2.47 0.22
200111 8.88 7.54 0.17
200112 1.32 1.60 0.15
200201 -0.48 -1.44 0.14
200202 2.02 -2.29 0.13
200203 2.73 4.24 0.13
200204 -3.99 -5.20 0.15
200205 -0.11 -1.38 0.14
200206 -6.60 -7.21 0.13
200207 -5.65 -8.18 0.15
200208 -0.60 0.50 0.14
200209 -11.96 -10.35 0.14
200210 10.34 7.83 0.14
200211 6.41 5.96 0.12
200212 -5.82 -5.76 0.11
200301 -3.14 -2.57 0.10
200302 -1.58 -1.89 0.09
200303 0.76 1.09 0.10
200304 6.46 8.22 0.10
200305 4.84 6.05 0.09
200306 1.47 1.42 0.10
200307 3.00 2.34 0.07
200308 2.22 2.34 0.07
200309 -1.15 -1.23 0.08
200310 5.40 6.08 0.07
200311 0.36 1.35 0.07
200312 6.77 4.30 0.08
200401 0.56 2.15 0.07
200402 1.19 1.40 0.06
200403 -1.91 -1.33 0.09
200404 -1.45 -1.83 0.08
200405 0.14 1.18 0.06
200406 2.49 1.86 0.08
200407 -2.67 -4.07 0.10
200408 0.43 0.08 0.11
200409 -0.90 1.61 0.11
200410 -0.40 1.43 0.11
200411 4.47 4.54 0.15
200412 3.21 3.43 0.16
200501 -2.43 -2.75 0.16
200502 3.00 1.89 0.16
200503 -2.36 -1.96 0.21
200504 -2.89 -2.61 0.21
200505 3.02 3.65 0.24
200506 -1.69 0.56 0.23
200507 3.87 3.92 0.24
200508 -1.34 -1.22 0.30
200509 0.97 0.48 0.29
200510 -1.60 -2.00 0.27
200511 4.41 3.62 0.31
200512 -0.94 -0.25 0.32
200601 1.34 3.04 0.35
200602 1.70 -0.30 0.34
200603 1.51 1.46 0.37
200604 2.42 0.72 0.36
200605 -1.64 -3.57 0.43
200606 0.19 -0.35 0.40
200607 0.24 -0.78 0.40
200608 1.93 2.03 0.42
200609 2.76 1.84 0.41
200610 3.54 3.23 0.41
200611 1.55 1.71 0.42
200612 2.01 0.87 0.40
200701 1.54 1.41 0.44
200702 -2.67 -1.95 0.38
200703 0.99 0.68 0.43
200704 5.81 3.49 0.44
200705 4.58 3.24 0.41
200706 -1.41 -1.96 0.40
200707 -1.40 -3.74 0.40
200708 1.15 0.92 0.42
200709 4.31 3.23 0.32
200710 0.14 1.80 0.32
200711 -3.17 -4.82 0.34
200712 -0.96 -0.86 0.27
200801 -4.83 -6.35 0.21
200802 -2.19 -3.09 0.13
200803 -0.25 -0.94 0.17
200804 4.86 4.60 0.18
200805 -1.36 1.86 0.18
200806 -9.87 -8.44 0.17
200807 0.39 -0.77 0.15
200808 1.76 1.53 0.13
200809 -5.86 -9.24 0.15
200810 -13.56 -17.23 0.08
200811 -5.14 -7.86 0.03
200812 -0.58 1.66 0.09
200901 -8.34 -8.12 0.00
200902 -11.20 -10.09 0.01
200903 7.44 8.95 0.02
200904 7.86 10.19 0.01
200905 4.86 5.21 0.00
200906 -0.52 0.43 0.01
200907 8.44 7.72 0.01
200908 4.04 3.32 0.01
200909 2.34 4.08 0.01
200910 0.06 -2.59 0.00
200911 7.07 5.56 0.00
200912 0.86 2.75 0.01
201001 -3.38 -3.36 0.00
201002 2.99 3.40 0.00
201003 5.14 6.32 0.01
201004 1.46 2.00 0.00
201005 -7.49 -7.89 0.01
201006 -3.50 -5.56 0.01
201007 7.22 6.92 0.01
201008 -3.94 -4.77 0.01
201009 7.89 9.54 0.01
201010 3.24 3.88 0.01
201011 -0.71 0.60 0.01
201012 5.20 6.82 0.01
201101 2.70 2.01 0.01
201102 3.24 3.49 0.01
201103 0.91 0.48 0.01
201104 4.17 2.90 0.00
201105 -1.66 -1.27 0.00
201106 -1.16 -1.75 0.00
201107 -2.10 -2.34 0.00
201108 -3.91 -6.00 0.01
201109 -5.88 -7.60 0.00
201110 9.74 11.34 0.00
201111 0.95 -0.26 0.00
201112 1.68 0.74 0.00
201201 3.60 5.06 0.00
201202 2.82 4.43 0.00
201203 2.13 3.11 0.00
201204 0.12 -0.84 0.00
201205 -5.83 -6.20 0.01
201206 4.02 3.88 0.00
201207 1.13 0.79 0.00
201208 1.18 2.56 0.01
201209 2.63 2.74 0.01
201210 -2.44 -1.75 0.01
201211 -0.13 0.77 0.01
201212 0.68 1.18 0.01
201301 6.11 5.58 0.00
201302 1.61 1.28 0.00
201303 3.81 4.03 0.00
201304 1.95 1.56 0.00
201305 2.37 2.81 0.00
201306 -1.48 -1.21 0.00
201307 4.37 5.65 0.00
201308 -4.27 -2.69 0.00
201309 2.33 3.76 0.00
201310 3.76 4.17 0.00

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