To compare these two, one needs to know that peroxide has antibacterial, bleaching, and lightening effect whereas rubbing alcohol is a solvent that is able to dissolve many compounds together with antibacterial effect.
Rubbing alcohol is good for greasy and sticky blots, besides, it leaves no traces afterward which makes it good for washing windows and shiny surfaces.
Peroxide is more for whitening, disinfecting, and deodorizing. Use it for sanitizing sponges, washing veggies or fruits, or for laundry stains treatment.
None is better than another, they just meant for different purposes.