You need to tell RuboCop to load the Performance extension. There are three ways to do this:

RuboCop configuration file

Put this into your .rubocop.yml.

require: rubocop-performance

Now you can run rubocop and it will automatically load the RuboCop Performance cops together with the standard cops.

Command line

$ rubocop --require rubocop-performance

Rake task do |task|
  task.requires << 'rubocop-performance'