Hello,
I have a VPS and I use it for OpenVPN. Sometimes users say that the connection speed to the server is slow. How can I save server performance report somewhere like log file?

Thank you.

there are a lot of monitoring tools available on the net, you can just look for them and choose your preferred one. But the connection itself does not depend on the server, so you cannot monitor it on the server. (ok there is a case when the server is really overloaded and cannot respond, otherwise it mainly depends on the network and a lot of other things).
If you want to save server performance you need to keep it running, but we can't tell you what's wrong without knowing anything about it.
First of all you need to find the bottleneck.

This is the big thing. Your VPS is likely not the problem. There are hundreds if not thousands of connections and paths data takes to go from one computer to another over the internet. Any one of them could be the problem at a given time. I know when I do some online gaming occasionally lag spikes happen. People of course complain on the forums but it usually turns out its a problem somewhere else on the global network out of their control. Honestly as convoluted and complex as the global internet is with so many potential points of failure it really is an amazing thing that it works as well as it does for 99.9% of the time.