XData performance on large result set

I have somewhat complex process that builds a nested object (basically it is a calendar of days with individual events nested under the days). When there are a lot of days and events in the date range, it can take 10 or 12 seconds for XData server to return the results. I thought maybe it was my processing that was taking a long time, but it was not - the processing completes in a couple of seconds, however, when the procedure completes (e.g., last line of code in the web service completes), there is a 10 second lag to when the data is returned as JSON via the web service call. My guess is that the 10 seconds is for XData to take the resulting objects created in my code and translate them into JSON.

Is there anyway, e.g., setting parameters or settings, to speed this up?The result is basically something like that below, but it could have 300 hundred EventDays with up to say 10 Events under the day:
Object TEventDay1
Object TEvent1
Object TEvent2
Object TEventDay2
Object TEvent1
Object TEvent2

Help is appreciated.

I've moved this topic from feature requests to the regular category, as this is not exactly a feature request but a support request.

We can investigate what is causing the slow down, but for that we need a compilable project reproducing the issue at our side without any 3rd party components. Are you able to do that for us? Thank you.