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 2026-03-27 (6y 4m 2d)

Returns (annualized)

Portfolio	13.14%
Benchmark	13.65%

Risk (annualized)

Portfolio	24.33%
Benchmark	20.37%

Sharpe (annualized)

Portfolio	0.52
Benchmark	0.60

Excess Return (annualized)

-0.50%

Tracking Error (annualized)

15.62%

Information Ratio

-0.03

Statistic	Portfolio	Benchmark
Downside Volatility	26.01%	21.59%
Sortino Ratio	0.48	0.56
Calmar Ratio	0.29	0.36
Ulcer Index	13.55	15.04
Max Drawdown	43.66%	33.70%
VaR (99% Confidence)	$-5,658	$-4,737
VaR (99.9% Confidence)	$-7,516	$-6,293
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

3.74

Skew

-0.30

Data Table

Factor Coefficients
Factor	Portfolio	Benchmark	Excess
Market Factor	1.0836	1.0467	0.0368
Size Factor	0.3922	-0.0845	0.4768
Duration Factor	1.1458	-0.0466	1.1924
Yield Curve Factor	0.0896	0.0144	0.0752
Inflation Factor	0.2775	-0.0221	0.2995

Adjusted R²

Portfolio	0.92
Benchmark	0.96

Intercept

Portfolio	-0.00
Benchmark	0.00