Dealing with large numbers of points

I opened a similar thread some months ago:

My experience then was that GR was quite slow and didn’t deal well with large datasets.
You can try with GLVisualize (now Makie) and InspectDR instead.

Now I’m not using Julia but still keeping and eye on it.
What package is currently the best solution to deal with a large number of points? Say 10K, 100K o 1M points.
Maybe with OnlineStats?