My wife is now playing a level 1 thief - in her first battle she used all her powers and whacked a tiefling wizard for over 26HP.
As someone previously in this thread mentioned, even at level 1 she is pounding out more damage than our level 1 Cavalier.
FWIW - since a rogue (in any build) is a striker, and a paladin/cavalier is a defender, this is supposed to happen in 4e.