Arun Sirpal takes us through one method for improving performance in Azure SQL Database:
One of the main benefits of configuring active geo-replication for Azure SQL Database is leveraging the read-only endpoint, a good technique to split away read only activity from OLTP based workloads. This means that there is no reason why you cannot point users to these databases via tools such as Power BI as highlighted below.
But there are some things to keep in mind, as Arun points out.