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 2026-05-29 (6y 6m 4d)

Returns (annualized)

Portfolio	15.83%
Benchmark	16.39%

Risk (annualized)

Portfolio	24.22%
Benchmark	20.22%

Sharpe (annualized)

Portfolio	0.61
Benchmark	0.72

Excess Return (annualized)

-0.56%

Tracking Error (annualized)

15.49%

Information Ratio

-0.04

Statistic	Portfolio	Benchmark
Downside Volatility	25.87%	21.41%
Sortino Ratio	0.58	0.68
Calmar Ratio	0.34	0.43
Ulcer Index	13.61	15.06
Max Drawdown	43.66%	33.70%
VaR (99% Confidence)	$-5,633	$-4,702
VaR (99.9% Confidence)	$-7,483	$-6,246
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	1.0780	1.0424	0.0356
Size Factor	0.3888	-0.0866	0.4754
Duration Factor	1.1421	-0.0487	1.1908
Yield Curve Factor	0.0907	0.0156	0.0751
Inflation Factor	0.2913	-0.0099	0.3012

Adjusted R²

Portfolio	0.92
Benchmark	0.96

Intercept

Portfolio	-0.00
Benchmark	0.00