Dax & Direct Query Performances

Hi, 

I noticed that there are performances issues when I create measure when I am connected to date source (sql server) in direct query mode.

For sample if I put a column from a fact table and use the native sum of power bi table the result is less than 1 or 2 seconds.

But If I create a measure it's everytime longer. For sample a simple calculate with a filter on one column it will be longer.

One other example Is the round function. If I use a dynamic round digits it will be longer (more than 10 secs) than putting the value in variable making a switch on the variable (Switch (roundDigits, 1, round(value,1) .....) it will take maybe 3 secs

Can someone explain me why ? 

And it seems that the calculation in direct query mode is supported mostly by the database ? Do you have a good documentation please ?

Many thanks