I don't think it is possible to automatically keep them sorted, but it is possible to use the Batch Update extension to sort the linked records. I believe the linked records are what control the order of the rollup data. 

This worked, thank you!

Yes, the order of the items in the rollup is controlled by the order of the linked records in the linked record field.

Note that the Batch Update extension only sorts linked records by the primary field value, so if you want to sort by a different column, the Batch Update extension will not work.

If you want to keep linked records sorted, I sell an automation script on my Gumroad store that can keep linked records sorted.

Hello - you can now do this with OpenAI / ChatGPT using Make, allowing it to happen real-time (aka without you having to manually trigger a script or other method) based on a LastModified or other trigger field invoking the Make scenario. Here's a screen shot of how I did it.