It would be fun to make an amplitude versus frequency plot of this DSO and see if there is excessive ripple and if it has a single pole gaussian response producing a 0.35/risetime bandwidth.
as said, this is something to be desired. i've been wanting to do this since my DS1052E, but to do this we need super duper FG and DSO to verify the measurement.
The usual tool for this is a leveled sine wave generator or any signal source and a thermal power meter or sampling voltmeter.
iirc there are some discussing here on fast pulse respond of the Rigol DSO, but that limited to that only,
A test using a reference level pulse generator is very informative but sometimes not sufficient. Unfortunately as you point out, most of the people buying budget DSOs lack one so reliable test data is rare. The best test I have seen of a DS1000Z which was hacked to 100MHz showed a significant but obscure problem in the transient response which I suspect was caused by slew rate limiting from a stage which was being driven into cutoff or saturation. This distorted the edge and caused a roughly 20 nanosecond recovery time which is exactly what I would expect of a 50MHz design that is pushed to 100MHz.
his test is using standard bundled probe... with the proper respond plot, i believe we can make better measurement through signal recompensation. tedious job yes, but thats an effort if we want to make out something usefull, from something cheap...
I am always pleasantly surprised when the oscilloscope's response is practically identical with and without using a high impedance passive probe and I have come to expect this.