Regression from Nov 2001 - Aug 2014

Rm-Rf Alpha R2
1.00 -0.85% 0.991
Standard error 0.0077 0.0003
t-statistics 129.86 -2.07

Fund Profile

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

Rolling Charts:


Fund Returns from Nov 2001 - Aug 2014

Month RaR Rm-Rf Rf
200111 9.30 7.54 0.17
200112 1.52 1.60 0.15
200201 -2.20 -1.44 0.14
200202 -3.47 -2.29 0.13
200203 5.18 4.24 0.13
200204 -5.63 -5.20 0.15
200205 -2.24 -1.38 0.14
200206 -8.50 -7.21 0.13
200207 -9.40 -8.18 0.15
200208 1.05 0.50 0.14
200209 -9.49 -10.35 0.14
200210 7.61 7.83 0.14
200211 5.47 5.96 0.12
200212 -6.71 -5.76 0.11
200301 -2.44 -2.57 0.10
200302 -1.81 -1.89 0.09
200303 1.13 1.09 0.10
200304 7.98 8.22 0.10
200305 5.97 6.05 0.09
200306 1.10 1.42 0.10
200307 3.15 2.34 0.07
200308 2.93 2.34 0.07
200309 -2.17 -1.23 0.08
200310 6.53 6.08 0.07
200311 1.31 1.35 0.07
200312 3.35 4.30 0.08
200401 1.99 2.15 0.07
200402 1.43 1.40 0.06
200403 -1.21 -1.33 0.09
200404 -1.64 -1.83 0.08
200405 1.46 1.18 0.06
200406 1.84 1.86 0.08
200407 -3.92 -4.07 0.10
200408 0.00 0.08 0.11
200409 1.78 1.61 0.11
200410 1.34 1.43 0.11
200411 4.67 4.54 0.15
200412 3.39 3.43 0.16
200501 -2.35 -2.75 0.16
200502 2.79 1.89 0.16
200503 -2.34 -1.96 0.21
200504 -2.39 -2.61 0.21
200505 3.82 3.65 0.24
200506 0.66 0.56 0.23
200507 4.22 3.92 0.24
200508 -0.72 -1.22 0.30
200509 0.82 0.48 0.29
200510 -2.88 -2.00 0.27
200511 4.91 3.62 0.31
200512 0.00 -0.25 0.32
200601 3.09 3.04 0.35
200602 0.26 -0.30 0.34
200603 1.54 1.46 0.37
200604 1.09 0.72 0.36
200605 -3.16 -3.57 0.43
200606 0.00 -0.35 0.40
200607 -0.17 -0.78 0.40
200608 2.32 2.03 0.42
200609 2.19 1.84 0.41
200610 3.21 3.23 0.41
200611 1.99 1.71 0.42
200612 1.33 0.87 0.40
200701 1.70 1.41 0.44
200702 -1.52 -1.95 0.38
200703 1.16 0.68 0.43
200704 3.96 3.49 0.44
200705 3.66 3.24 0.41
200706 -1.63 -1.96 0.40
200707 -3.45 -3.74 0.40
200708 1.41 0.92 0.42
200709 3.52 3.23 0.32
200710 1.70 1.80 0.32
200711 -4.46 -4.82 0.34
200712 -0.51 -0.86 0.27
200801 -6.01 -6.35 0.21
200802 -2.96 -3.09 0.13
200803 -0.48 -0.94 0.17
200804 4.93 4.60 0.18
200805 2.08 1.86 0.18
200806 -7.92 -8.44 0.17
200807 -0.57 -0.77 0.15
200808 1.57 1.53 0.13
200809 -9.16 -9.24 0.15
200810 -17.14 -17.23 0.08
200811 -6.90 -7.86 0.03
200812 1.74 1.66 0.09
200901 -8.30 -8.12 0.00
200902 -10.17 -10.09 0.01
200903 8.29 8.95 0.02
200904 8.29 10.19 0.01
200905 4.83 5.21 0.00
200906 0.45 0.43 0.01
200907 7.49 7.72 0.01
200908 3.02 3.32 0.01
200909 4.04 4.08 0.01
200910 -2.33 -2.59 0.00
200911 5.57 5.56 0.00
200912 2.82 2.75 0.01
201001 -3.66 -3.36 0.00
201002 3.33 3.40 0.00
201003 6.26 6.32 0.01
201004 1.99 2.00 0.00
201005 -7.81 -7.89 0.01
201006 -5.71 -5.56 0.01
201007 7.03 6.92 0.01
201008 -4.84 -4.77 0.01
201009 9.49 9.54 0.01
201010 4.03 3.88 0.01
201011 0.59 0.60 0.01
201012 6.78 6.82 0.01
201101 2.12 2.01 0.01
201102 3.61 3.49 0.01
201103 0.44 0.48 0.01
201104 3.02 2.90 0.00
201105 -1.22 -1.27 0.00
201106 -1.67 -1.75 0.00
201107 -2.36 -2.34 0.00
201108 -5.96 -6.00 0.01
201109 -7.46 -7.60 0.00
201110 11.19 11.34 0.00
201111 -0.08 -0.26 0.00
201112 0.70 0.74 0.00
201201 4.88 5.06 0.00
201202 4.36 4.43 0.00
201203 2.97 3.11 0.00
201204 -0.69 -0.84 0.00
201205 -6.30 -6.20 0.01
201206 3.84 3.88 0.00
201207 1.14 0.79 0.00
201208 2.46 2.56 0.01
201209 2.75 2.74 0.01
201210 -1.80 -1.75 0.01
201211 0.75 0.77 0.01
201212 1.15 1.18 0.01
201301 5.48 5.58 0.00
201302 1.27 1.28 0.00
201303 3.94 4.03 0.00
201304 1.50 1.56 0.00
201305 2.73 2.81 0.00
201306 -1.27 -1.21 0.00
201307 5.55 5.65 0.00
201308 -2.82 -2.69 0.00
201309 3.65 3.76 0.00
201310 4.29 4.17 0.00
201311 3.16 3.12 0.00
201312 2.61 2.81 0.00
201401 -3.39 -3.26 0.00
201402 4.64 4.65 0.00
201403 0.64 0.41 0.00
201404 0.05 -0.14 0.00
201405 2.20 2.06 0.00
201406 2.44 2.59 0.00
201407 -1.96 -2.05 0.00
201408 4.15 4.23 0.00

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