Rorschach is unambiguosly a right wing conspiracy nut, and thats literally the type of publication he sends his journal too; he would be a huge Alex Jones fan contemporaneously.
His expy is literally an Ayn Rand objectivist, and thats the take Alan Moore was using as the archetype, not the version Denny O'Neil made.
That he'd become a martyr for 'no such thing as aliens, its all a conspiracy' truthers is a pretty good concept.
e:
The cult obviously is also misguided as fuck given that Rorschach was not religious when he went outlaw vigilante.
arguable, his day job is walking around with a "THE END IS NIGH!" billboard, lol