This depends on the speed of your computer and on the nature of the MIDI destination to which you are patching thru.

The "Use CoreMIDI Patch Thru" option in DP 4.5 & later relies on OS X CoreMIDI enhancements that were introduced in Mac OS 10.3. This option, found under MIDI Solo & Patch Thru in DP's Preferences, is grayed out if you are running OS 10.2.

Also, if the MIDI tracking you are patching thru has realtime MIDI effects on it, CoreMIDI Patch Thru will not be used, even if it is checked in your preferences. To use CoreMIDI patch thru, record-enable a MIDI track without realtime effects on it.