I don't know anything about DaVinci Resolve but if you scroll through the horrible unlinkable site you'll get to a performance graph and that graph has a tab for the new 15" MBP - it claims the eGPU is about twice faster for various operations in Resolve.

If you look up the parts themselves, the Pro 580 (in the eGPU box) is roughly 2-3 times faster than the RX 560X that you can get in the new 15" MBP.