RPC Growth

Portfolio Specification

Assets

ProShares UltraPro S&P 500 ETF 3x Shares (UPRO)	15.00%
Direxion Dialy Small Cap Bull 3X Shares (TNA)	12.00%
Vanguard Extended Duration Treasury ETF (EDV)	15.00%
Direxion Daily 7-10 Year Treasury Bull 3X Shares (TYD)	18.00%
Direxion Daily Real Estate Bull 3X Shares (DRN)	5.00%
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC)	7.50%
iMGP DBi Managed Futures Strategy ETF (DBMF)	7.50%
SPDR Gold MiniShares Trust (GLDM)	15.00%
Grayscale Digital Large Cap Fund (GDLC)	5.00%

Policy

Rebalancing Interval	Quarterly
Weights Algorithm	Constant Weights

Benchmark

SPDR S&P 500 ETF Trust (SPY)

This portfolio is listed on the Community Portfolios page.

Portfolio Description

A portfolio designed by Risk Parity Chronicles (@rp_chronicles on Twitter) for those still in their accumulation stage looking to grow capital.

Policy Report

Backtest Report

From 2019-11-25 to 2026-07-10 (6y 7m 15d)

Returns (annualized)

Portfolio	15.18%
Benchmark	16.10%

Risk (annualized)

Portfolio	24.20%
Benchmark	20.15%

Sharpe (annualized)

Portfolio	0.59
Benchmark	0.70

Excess Return (annualized)

-0.91%

Tracking Error (annualized)

15.42%

Information Ratio

-0.06

Statistic	Portfolio	Benchmark
Downside Volatility	25.89%	21.32%
Sortino Ratio	0.55	0.67
Calmar Ratio	0.33	0.42
Ulcer Index	13.64	15.07
Max Drawdown	43.66%	33.70%
VaR (99% Confidence)	$-5,628	$-4,686
VaR (99.9% Confidence)	$-7,476	$-6,225
Beta to Benchmark	0.93	N/A

Value at Risk (VaR) is calculated off a $10,000 portfolio value.

Growth Charts

Historical Weights

Return Distribution

Excess Kurtosis

3.70

Skew

-0.31

Data Table

Factor Coefficients
Factor	Portfolio	Benchmark	Excess
Market Factor	1.0759	1.0404	0.0354
Size Factor	0.3859	-0.0881	0.4740
Duration Factor	1.1402	-0.0498	1.1900
Yield Curve Factor	0.0887	0.0153	0.0734
Inflation Factor	0.2982	-0.0063	0.3045

Adjusted R²

Portfolio	0.92
Benchmark	0.96

Intercept

Portfolio	-0.00
Benchmark	0.00