i am preaty sure that you have to install it to get the full speed potential. Side by side installation is fine, i am also working this way, but dont try to use the option “install ubuntu in windows”, this solution will get u much worse render time than windows itself. hope it helped
by side by side i mean u have to install ubuntu and u can do it having windows by side. i guess u are booting ubuntu from stick and runing it live without installations. even if u ran blender this way it performance will be poor.