It would seem that installing Linux on your brand new Bay Trail powered NUC will cost you a bit of performance.  The testing Phoronix has performed on Intel NUC DN2820FYKH proves that it can handle running Linux without a hitch, however you will find that your overall graphical performance will dip a bit.  Using MESA 10.3 and both the current 3.13 kernel and the 3.15 development kernel Phoronix saw a small delta in performance between Ubuntu 14.04 and Win 8.1 … until they hit the OpenGL performance.  As there is still no full OpenGL 4.0+ support there were tests that could not be run and even with the tests that could be there was a very large performance gap.  Do not let this worry you, as they point out in the article there is a dedicated team working on full compliance and you can expect updated results in the near future.

"A few days ago my benchmarking revealed Windows 8.1 is outperforming Ubuntu Linux with the latest Intel open-source graphics drivers on Haswell hardware. I have since conducted tests on the Celeron N2820 NUC, and sadly, the better OpenGL performance is found with Microsoft's operating system."

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