If you have an older game which still uses dx9, dxvk can give a decent little performance boost - even if you're running on Windows. It's kind of magical that adding a translation layer is able to improve performance.
In more modern games using dx11/12, I've always noticed a small loss like you'd expect. I haven't properly benchmarked any but I suspect a game with native Vulkan support would do pretty similarly, and might come out on top due to CPU load.
> an older game which still uses dx9, dxvk can give a decent little performance boost
Old games already run at insane frame rates on modern hardware, so while it's impressive from a technical standpoint, the performance boost is largely irrelevant. Even with a small loss, Proton is completely worth it -- no more Windows spyware, activation/registration nags, cloud/AI bloatware.
In more modern games using dx11/12, I've always noticed a small loss like you'd expect. I haven't properly benchmarked any but I suspect a game with native Vulkan support would do pretty similarly, and might come out on top due to CPU load.