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 2026-06-04 (6y 6m 10d)

Returns (annualized)

Portfolio	15.74%
Benchmark	16.36%

Risk (annualized)

Portfolio	24.21%
Benchmark	20.20%

Sharpe (annualized)

Portfolio	0.61
Benchmark	0.72

Excess Return (annualized)

-0.62%

Tracking Error (annualized)

15.48%

Information Ratio

-0.04

Statistic	Portfolio	Benchmark
Downside Volatility	25.85%	21.40%
Sortino Ratio	0.57	0.68
Calmar Ratio	0.34	0.43
Ulcer Index	13.62	15.06
Max Drawdown	43.66%	33.70%
VaR (99% Confidence)	$-5,629	$-4,697
VaR (99.9% Confidence)	$-7,478	$-6,239
Beta to Benchmark	0.92	N/A

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

Growth Charts

Historical Weights

Return Distribution

Excess Kurtosis

3.72

Skew

-0.30

Data Table

Factor Coefficients
Factor	Portfolio	Benchmark	Excess
Market Factor	1.0778	1.0423	0.0355
Size Factor	0.3889	-0.0866	0.4755
Duration Factor	1.1421	-0.0487	1.1908
Yield Curve Factor	0.0903	0.0154	0.0749
Inflation Factor	0.2914	-0.0097	0.3011

Adjusted R²

Portfolio	0.92
Benchmark	0.96

Intercept

Portfolio	-0.00
Benchmark	0.00