Depressive realism is the tendency for mildly depressed people to make judgments that are typically more accurate than people who are not depressed. Those who are not depressed often make judgments and attributions that are self-serving. For example, if you did well on a psychology test you might say that you did so because you're a genius and know everything about psychology. This would be a pretty self-serving attribution, wouldn't you say? But a mildly depressed person who got an A might make a more accurate attribution such as saying it was not because she is a genius, but because she studied well or the test was particularly easy. Your way might make you feel better, but it also might be less accurate.
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