Roses are susceptible to a number of disease and insect pests. Roses may survive without a basic pest control program, but they may not be very attractive. A pest control program starts with proper site selection, good soil preparation, good drainage, proper spacing, cultivar selection, and plant maintenance. These all foster healthy roses that are better able to withstand the pressure of disease and insects.

It appears that your rose is being eaten by some kind of chewing/sucking insect or caterpillar. There are several that impact roses, i.e., rose chafer, japanese beetle, aphids, sawflies, etc. The links below discuss these critters:
https://extension.umn.edu/yard-and-garden-insects/rose-chafers

Actually rose chafers are just now coming out of the ground, and Japanese beetles have not yet emerged. So I suggest you inspect your rose for caterpillars. Look on the undersides of the leaves for any kind of creepy-crawly critters and remove them. It is important to ID what insect is the problem so you can apply the appropriate control.

These are several insecticides available to control chewing/sucking insects, but once you ID which insect you have, be sure to select one that specifically lists the insect you are dealing with. As with all chemicals, read and follow all label directions carefully.

Infrequently caterpillars (immature stage of moths and butterflies) will be found feeding on rose foliage. Feeding damage appears as holes or irregular-shaped areas of the leaf blades. Several caterpillars may feed upon rose foliage, including the corn earworm, eastern tent caterpillar, stinging rose caterpillar, and puss caterpillar.Control: Insecticidal sprays of Bacillus thuringiensis, acephate, bifenthrin, cyfluthrin, lambda cyhalothrin, malathion, neem oil, permethrin, pyrethrin, or spinosad will control caterpillars.

At this point. your rose is very unhealthy and could benefit from an application of fertilizer. I would also cut the rose down by at least 1/3 and while it will not look great for a while, it will hopefully leaf out again. Also, it appears you have another plant, perhaps a ground cover?... beneath your rose. I recommend you relocate that plant as it is competing with your rose for whatever moisture and nutrients are in the soil.

Your rose leaves could be turning yellow from any of a number of causes. Over- or under-watering can cause this, as well as not enough sunlight. Roses need at least 6 hours of direct sun daily.
However, they can also be affected by too much hot summer sun.
Finally, your soil may not be providing the needed nutrients to make your rose thrive. Soil sample bags and home lawn and garden mailers are available for purchase from your local MSU Extension office. A&L Great Lakes Laboratories, Inc. (A&L),
analyzes the soil samples and sends the data to MSU Extension. MSU Extension staff then generate MSU recommendations for any needed soil amendments and send those directly to you. The cost for the kit is $26. Further information can be found in the link below:

https://www.canr.msu.edu/news/soil-testing-returns-through-msu-extension