...when you're writing code that has to run at 60fps. The rest of the time, you categorically should always be using jQuery.
The native equivalent is very likely to be what jQuery is using under the bonnet, so jQuery is essentially just a wrapper most of the time. The performance hit from that wrapper is pretty close to zero. It's certainly nothing to worry about unless you're writing a game. The difference comes when jQuery isn't just a wrapper - likely for things where there are browser differences or performance improvements by doing things a different way. The majority of developers don't need to concern themselves with that sort of thing. We can just use jQuery and leave the performance 'hacks' to the jQuery team.
Additionally to that, mixing native and jQuery code makes things trickier to manage, especially if you manage a team of developers who don't all work the same way all the time. "Just use jQuery" is a good rule-of-thumb.
And lastly, jQuery has a vast pool of talent keeping up with browser tech better than you. Even the most avid follower of JS updates can't compete with a team of the standard jQuery draws upon. When a new method gets rolled in to the core of jQuery, something that speeds up selectors for example, your code improves without you doing any work. That'd a massive benefit.
(How much of a jQuery fanboy am I?!)