Regression from Feb 2013 - Aug 2014

Rm-Rf SMB HML Alpha R2
1.11 -0.21 -0.12 -4.04% 0.972
Standard error 0.0526 0.0701 0.0910 0.0015
t-statistics 21.15 -2.98 -1.34 -2.24

Fund Profile

Symbol DUSLX
Issuer Dimensional Fund Advisors
Type Mutual Fund
Region USA
Style Large Growth

Rolling Charts:


Fund Returns from Feb 2013 - Aug 2014

Month RaR Rm-Rf SMB HML Rf
201302 1.15 1.28 -0.38 0.31 0.00
201303 3.49 4.03 0.84 -0.06 0.00
201304 1.55 1.56 -2.43 0.36 0.00
201305 2.61 2.81 1.93 1.31 0.00
201306 -1.75 -1.21 1.23 -0.45 0.00
201307 5.53 5.65 1.85 0.79 0.00
201308 -2.36 -2.69 0.28 -2.46 0.00
201309 3.89 3.76 2.85 -1.51 0.00
201310 4.58 4.17 -1.52 1.39 0.00
201311 3.26 3.12 1.32 -0.38 0.00
201312 1.77 2.81 -0.44 -0.17 0.00
201401 -4.47 -3.26 0.85 -1.83 0.00
201402 5.23 4.65 0.27 -0.48 0.00
201403 0.00 0.41 -1.81 4.72 0.00
201404 0.45 -0.14 -4.23 1.57 0.00
201405 2.55 2.06 -1.88 -0.40 0.00
201406 1.24 2.59 2.98 -0.63 0.00
201407 -1.81 -2.05 -4.28 0.03 0.00
201408 4.56 4.23 0.49 -0.75 0.00

Other Funds


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