The big-money signing from Monaco has not made too much of an impression during the early stages of his career in the Spanish capital.
However, the Colombian has claimed that he is improving with each passing day.
"It is not yet complete. I'm in a new group and I'm gradually getting better. Every day I get better, physically and mentally," he told reporters at a press conference.
"I just want to play and train. I came here as just another player and I want to train well to perform well when I play."
Rodriguez starred for Colombia at the World Cup this summer, where he won the Golden Boot.