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.
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.