Arduino scopes are toys and inherently slow. Modern digital scopes resemble the old ones in many ways. In addition to the input amp's analog bandwidth you also need to watch the (real-time) sample rate.
Personal opinions:
- USB-only scopes suck. A scope should be stand-alone.
- Any type of scope running windows sucks (needing a virus scanner)
- I miss the green/amber glow in the new ones