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 2026-05-08 (6y 5m 13d)

Returns (annualized)

Portfolio	15.87%
Benchmark	16.08%

Risk (annualized)

Portfolio	24.26%
Benchmark	20.29%

Sharpe (annualized)

Portfolio	0.62
Benchmark	0.70

Excess Return (annualized)

-0.22%

Tracking Error (annualized)

15.52%

Information Ratio

-0.01

Statistic	Portfolio	Benchmark
Downside Volatility	25.91%	21.46%
Sortino Ratio	0.58	0.66
Calmar Ratio	0.34	0.42
Ulcer Index	13.59	15.05
Max Drawdown	43.66%	33.70%
VaR (99% Confidence)	$-5,641	$-4,718
VaR (99.9% Confidence)	$-7,493	$-6,267
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	1.0791	1.0431	0.0360
Size Factor	0.3903	-0.0857	0.4760
Duration Factor	1.1442	-0.0476	1.1918
Yield Curve Factor	0.0902	0.0149	0.0752
Inflation Factor	0.2885	-0.0118	0.3003

Adjusted R²

Portfolio	0.92
Benchmark	0.96

Intercept

Portfolio	-0.00
Benchmark	0.00