From the Product pre-reqs of Web 8, I see that SDL supports implementation of all databases on Azure.
What changes are needed on DXA to pull content from Azure? (I assume it is only in web.config and/or cd_storage.confing) Also, how is the performance in case if pages are not completely published as static and have some content chunks to be pulled and assembled dynamically based on some criteria like Keywords?
As far as your web application (in this case, DXA, though that's not necessarily relevant) is concerned it's just a different place to connect the CD API up to so, yes, I think it would just be a cd_storage change.
In terms of relative performance this is harder to answer, as it depends on where your existing database and web applications are running. If you're running on-premise with your db server close to your app server then moving your database to Azure will probably make things a little slower - not because of the product but simply because of network latency. If you're already running in Azure, then those factors will likely be different. I think the biggest driver for customers moving to cloud databases is not speed improvement, but more around flexibility, less maintenance and reduced cost. Of the customers I know that have migrated to cloud databases (mainly AWS rather than Azure) none have had issues with performance.
