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 2026-07-29 (6y 8m 4d)

Returns (annualized)

Portfolio	14.63%
Benchmark	15.37%

Risk (annualized)

Portfolio	24.14%
Benchmark	20.10%

Sharpe (annualized)

Portfolio	0.57
Benchmark	0.67

Excess Return (annualized)

-0.74%

Tracking Error (annualized)

15.37%

Information Ratio

-0.05

Statistic	Portfolio	Benchmark
Downside Volatility	25.79%	21.27%
Sortino Ratio	0.54	0.64
Calmar Ratio	0.32	0.40
Ulcer Index	13.66	15.07
Max Drawdown	43.66%	33.70%
VaR (99% Confidence)	$-5,613	$-4,674
VaR (99.9% Confidence)	$-7,456	$-6,209
Beta to Benchmark	0.93	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	1.0750	1.0400	0.0350
Size Factor	0.3858	-0.0882	0.4740
Duration Factor	1.1395	-0.0497	1.1892
Yield Curve Factor	0.0882	0.0154	0.0728
Inflation Factor	0.3010	-0.0059	0.3069

Adjusted R²

Portfolio	0.92
Benchmark	0.96

Intercept

Portfolio	-0.00
Benchmark	0.00