A quick cursory look a Terry Rozier's first three years in the league against what Delonte West did his first three years in the league provides pretty strong evidence to refute the idea Rozier was better.
LinkIgnoring raw stats, and focusing on just Per 100 Poss data to adjust for minutes played and pace, Delonte is superior in most categories, including points, assists, and shooting percentage. The only category Rozier has a meaningful advantage is rebounds.
Delonte also had a better PER, WS/48, BPM, and VORP. There just isn't any data to support this notion Rozier has been better than Delonte, which fits with what I have watched with my own two eyes.
Maybe Rozier will someday be better, Delonte didn't have a long, illustrious career due to injuries and mental breakdowns. But early career Delonte was easily better than Rozier has been so far.