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 2025-08-08 to 2025-12-29 (4m 21d)

Returns

Portfolio	13.03%
Benchmark	9.41%

Risk (annualized)

Portfolio	16.34%
Benchmark	11.19%

Sharpe (annualized)

Portfolio	1.76
Benchmark	1.77

Excess Return

3.62%

Tracking Error (annualized)

9.46%

Information Ratio

1.15

Statistic	Portfolio	Benchmark
Downside Volatility	15.86%	12.15%
Sortino Ratio	1.82	1.63
Calmar Ratio	3.59	3.90
Ulcer Index	15.60	15.74
Max Drawdown	8.01%	5.07%
VaR (99% Confidence)	$-3,781	$-2,590
VaR (99.9% Confidence)	$-5,022	$-3,441
Beta to Benchmark	1.21	N/A

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

Growth Charts

Historical Weights

Return Distribution

Excess Kurtosis

0.59

Skew

0.10

Data Table

Factor Coefficients
Factor	Portfolio	Benchmark	Excess
Market Factor	1.0653	1.0338	0.0315
Size Factor	0.4649	-0.0488	0.5137
Duration Factor	1.1893	-0.0980	1.2873
Yield Curve Factor	0.1478	-0.0201	0.1679
Inflation Factor	0.2998	-0.0870	0.3867

Adjusted R²

Portfolio	0.93
Benchmark	0.96

Intercept

Portfolio	-0.00
Benchmark	0.00