Chris Webb points out another benefit of DAX window functions:
The new DAX window functions (announced here, more details on Jeffrey Wang’s blog here and here) have generated a lot of excitement already – they are extremely powerful. However one important benefit of using them has not been mentioned so far: they can give you much better performance in DirectQuery mode because they make it more likely that aggregations are used. After all, the fastest DirectQuery datasets are the ones that can use aggregations (ideally Import mode aggregations) as much as possible.
As always, Chris has a demo for us, so check it out.