I'm not gonna give a number on this because I'm honestly quite sick of trying to use one, but I have absolutely no problems against Zelda.
I'm seeing a lot of focus on "Zelda can get rid of Luma easily". Ignoring the fact that this would not be the case with a half decent Rosalina player in play, have you Rosalina mains ever considered just going toe-to-toe with Zelda when Luma is gone? It's really not that hard. Zelda has some powerful attacks, but so does Rosalina, and Rosalina's are faster, have better range, and she has much better maneuverability than Zelda. There is nothing to worry about when going toe to toe with her. If you really have to get Luma back, it shouldn't be too difficult to bait Zelda into a grab. or if the Zelda prefers to try and zone you with Din's Fire, just keep jumping over the thing. Zelda has some high KO power aerials in her back air and forward air, but the sweetspots are incredibly strict, and you can generally tell when the Zelda player is trying to set you up for it - she's more likely to rely on these for KO's, because when you DO hit the sweetspot, these two aerials are Zelda's fastest and strongest KO moves - her Smash attacks pale in comparison. So in most situations, you can safely assume that Zelda will only try to use F-air, B-air, Farore's Wind, and maybe the odd U-air to try and KO you. Everything else leaves her extremely vulnerable and against a character with good maneuverability, is just asking for a punish. However, Rosalina (& Luma) have a greater arsenal of reliable KO moves and don't require timing that's nearly as strict.
Zelda shares a particular trait with a certain other character who has a lot of problems against Rosalina - she's dead slow. Both in movement and attack speed. Yes, she has Din's Fire, but it's awfully telegraphed. It's easier to dodge than Dark Pit's arrows, and those are piss easy to dodge as is. It has a very wide turning angle, and can easily be hopped over. You could probably reach her and punish her before she finishes in a lot of situations.
Similarly, the Phantom is also telegraphed, and unless fully charged, serves as nothing more than a (highly inaccurate - seriously, this guy never gets me, and I can never get people with it when I play as Zelda myself) mid-range attack...it's honestly just a poor man's Luma - big, can be GP'd, barely any health, performs one move, etc, etc - Luma can easily slip by him too. Some Rosalina mains would say there is not much point in using Luma Shot, despite it's utility - if that's the case, you have absolutely no reason to use the Phantom as a Zelda player.
Also, consider a strategy that priortises Rosalina & Luma being separate instead of linked most of the time. Like I said before, Rosalina can take Zelda on her own - there is no need to keep Luma beside you and put him in danger. Keep him separated, that way, he is safer. Then call him back when you really need him for an easier KO, or maybe separate him smartly so that Zelda is cornered.
That's my piece, anyway. It's all I have to say. People can make of it what they will. I have no numerical rating to give, so I guess this post can be ignored in that context.