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 2026-06-18 (6y 6m 24d)

Returns (annualized)

Portfolio	15.34%
Benchmark	16.05%

Risk (annualized)

Portfolio	24.28%
Benchmark	20.21%

Sharpe (annualized)

Portfolio	0.60
Benchmark	0.70

Excess Return (annualized)

-0.71%

Tracking Error (annualized)

15.47%

Information Ratio

-0.05

Statistic	Portfolio	Benchmark
Downside Volatility	25.97%	21.41%
Sortino Ratio	0.56	0.66
Calmar Ratio	0.33	0.42
Ulcer Index	13.63	15.06
Max Drawdown	43.66%	33.70%
VaR (99% Confidence)	$-5,646	$-4,699
VaR (99.9% Confidence)	$-7,500	$-6,242
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

3.67

Skew

-0.31

Data Table

Factor Coefficients
Factor	Portfolio	Benchmark	Excess
Market Factor	1.0770	1.0412	0.0358
Size Factor	0.3866	-0.0876	0.4742
Duration Factor	1.1415	-0.0496	1.1911
Yield Curve Factor	0.0891	0.0152	0.0739
Inflation Factor	0.2957	-0.0067	0.3024

Adjusted R²

Portfolio	0.92
Benchmark	0.96

Intercept

Portfolio	-0.00
Benchmark	0.00