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 2026-01-22 (6y 1m 28d)

Returns (annualized)

Portfolio	15.46%
Benchmark	15.57%

Risk (annualized)

Portfolio	24.39%
Benchmark	20.53%

Sharpe (annualized)

Portfolio	0.60
Benchmark	0.68

Excess Return (annualized)

-0.12%

Tracking Error (annualized)

15.67%

Information Ratio

-0.01

Statistic	Portfolio	Benchmark
Downside Volatility	26.05%	21.81%
Sortino Ratio	0.56	0.64
Calmar Ratio	0.34	0.41
Ulcer Index	13.50	15.03
Max Drawdown	43.66%	33.70%
VaR (99% Confidence)	$-5,673	$-4,774
VaR (99.9% Confidence)	$-7,536	$-6,342
Beta to Benchmark	0.91	N/A

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

Growth Charts

Historical Weights

Return Distribution

Excess Kurtosis

3.80

Skew

-0.30

Data Table

Factor Coefficients
Factor	Portfolio	Benchmark	Excess
Market Factor	1.0867	1.0513	0.0354
Size Factor	0.3904	-0.0841	0.4745
Duration Factor	1.1488	-0.0418	1.1906
Yield Curve Factor	0.0906	0.0133	0.0773
Inflation Factor	0.2632	-0.0297	0.2928

Adjusted R²

Portfolio	0.93
Benchmark	0.96

Intercept

Portfolio	0.00
Benchmark	0.00