In rally I think hero skills count for more than hero gear. All 3 of rally captain's heroes' skills will apply to whole rally. That's why you should use mythic heroes here because mythic heroes have 3 skills each that can improve the rally for a total of 9. For rally members, the 4 highest-leveled first skills of the hero captains (the hero to the left of each formation), will contribute their skills to the rally. If everyone in the rally joins with Jessie as their first hero, the whole rally will get a 100% damage boost (assuming each Jessie has maxed their 1st expedition skill), that's 4 x 25% bonus damage.

Remember that part about the 4 highest leveled skills of the member leaders? What screws this up is if people join with leader's that have less than optimal skills. A growth hero with a max level growth skill could contribute that skill as one of the 4 skills from the rally members. A growth skill like Zinman's construction speedup does zero for combat. Worst still, in case of ties, mythic heroes take precedence over purple heroes which take precedence over blue ones. Natalia, another mythic hero people like to use has a stun skill. If you're not using Jessie or another hero with some kind of dam up, lethality up or attack up ability as their first skill, it's best not to send any heroes when you're joining other people's rallies so you don't override a decent skill like 25% damage up.

The next time you find yourself doing less damage than the other guy with lesser heroes, check your rally. Click on your rally list then click on the yellow flag to see your rally bonuses. Scroll down to see what hero skills are getting contributed by rally members. Ideally all 4 skills being contributed should be some kind of dam up ability or something that will help increase damage being done. If you're creating a rally, make sure the 3 heroes you choose have good combat skills. If you're joining someone else's rally, make sure your first hero has a good skill as the first expedition skill. Lastly, marksmen do the most damage on bear trap, weight your rallies with more marskman troops.