City earned an historic 2-1 win at the Bernabeu, which has put them in pole position to advance to the Champions League quarter-finals.
“They dropped in the last 10 minutes, we detected that and if the game had lasted a little longer, we could have done more damage still," said Rodri.
“But, given the way the game was, it's a very good result for us.
“We showed strength when things went badly and that's what we've lacked this season. We never let the game slip away from us.
“We managed to do something that we have lacked all season, which is hold on in the bad moments, have personality, demonstrate that and not lose our shape or control.
“They went 1-0 up and we didn't let the game pass us by."
The midfielder continued: "It's a good result but it's not done at all, knowing the opponent we have before us.
“We will approach the game with the greatest seriousness and I am sure they will battle. We know this is still open.
“Guardiola has said to have respect for our opponents, it's not done, we're not through.
“We're not here just to get through the round, but to try to win the Champions League, so we still need to improve."