
Till now, we have mainly seen two prominent sides of Rudra, one such is described by Tej Singh Oberoi as follows:
"Rudra ki subha college main, sham gym main aur rat kisi party main." - An apt description? The very first scene of him shows us Rudra enjoying himself in a club surrounded by girls, which is another story altogether: his many "girlfriends". Playboy or Casanova? Probably a little bit of both. Rudra seems to crave attention - be it through his multiple girlfriends whom he most definitely doesn't have any feelings for or be it through his antics at home, childish ideas or demands included. Considering that he is the ignored son within the family since no one really thinks about him as a candidate to the heir title and furthermore, his parents have their own broken lives to take care of. Thus, it is not such a surprise that Rudra seeks to be the focus of other people's attention- at parties, with his girlfriends, through building a Hulk like body (which is a hobby more than anything else as we know that Rudra doesn't particularly like using said muscles nor is he very confident in his physical strength when it comes to fights unless his brothers are there to support him) or, which he most likely enjoys the most, in the presence of his brothers.
And then, we have Rudra, his brothers' laadla:

They love to tease him, to indulge him, to spoil him rotten (Shivaay maybe more than Om) and they have taken it upon themselves to protect him from the darker parts of their lives. The result: He is a cheerful person, a glow of childish innocence has remained intact within him and that same glow manages to light up the world of the older Oberois. They go along with his antics be that praying to angels a la "ghost summoning" style or preparing a meal in the middle of the night or to cancel a dinner with the fiance to go and pacify him after a scolding. They smile when he smiles and sometimes, they laugh at his expenses.

Rudra considers Shivaay his mom, his dad, his hero, everything. Shivaay might not be as approachable to him as Omkara who is more often than not a "partner in crime" to him seems to be but still, Shivaay is not above indulging into childishness with Rudra. Maybe it's the influence of his baby brother, maybe it's that face that can pull off the cutest of expressions - but even Shivaay Singh Oberoi can enjoy himself through pranks with Rudra at his side or pulling Om's leg together.

Since childhood, he has spent more time in Shivaay's room than his own as Shivaay would make him sleep there when Tej and Jhanvi were fighting- like a parent who keeps their child close and shields it from all the bad things going on around them. When he would be bullied in school or face any other problems, Shivaay would take care of it and thus, Shivaay slowly grew into that invincible superhero for Rudra whom he could always rely on. And when the possibility of his Shivaay bhaiyya dying cut through this bubble his brother had wrapped him in, the always happy and positive person disappeared, replaced by a child vulnerable and scared to death.

Omkara isn't any less for him. On one side, Omkara is that older brother and best friend in one with whom he can joke around, share his crazy ideas without hesitation, gossip about Lady Baba's flaws, whose sculptures he can give away to girlfriends as emergency gifts and with whom at his side he can pull Shivaay's leg. He is that confidant whom he can wake up in the middle of the night and only receive a harmless slap as a repercussion, and whom he can push into the cold water and still rely on to get him out of difficult situations.

On the other hand, Omkara can easily slip into the protective brother mode if the need arises - when facing the possibility of losing Shivaay, the one thing that keeps Om from falling apart is Rudra. He is at his side to slap him out of his despair and hug him to give him strength and assurance, but also to cling to his younger brother in order to keep himself together.

Though, we are yet to explore his more vulnerable side. Even though he broke down in front of Omkara during the hospital scene, the one person whom he opened up to wasSoumya, a complete stranger to him. It is an evidence to his innocence and purity of heart that he trusts a stranger enough to spill his heart's content to them. Even after Omkara's overdosing which surely hit Rudra hard, he kept silent and let Shivaay and Om battle out their demons - only jumping in when the moment permitted to make them smile.
Furthermore, Rudra is very possessive of his brothers. The mere thought of sharing them more than necessary with anyone else especially girlfriends does not appeal to him- he might make light comments on this fact, but you can feel that the fear of losing his brothers is deeply rooted inside of him. So much that he doesn't want them to get married at all because then, they would drift away from him according to him. The mere prospect that Bhaiyya might not get married turns him into this:

Compared to that, the mere prospect that a woman might have a soft corner for his Bhaiyya, turns him into an insecure child Om has to take care of:

And his brothers? He is their baby and comes with every problem to them while Shivaay is the Dad who loves to spoil him rotten and indulge him, and Om is the Mom that wants to steer him toward the correct path. As Om said to Shivaay, it's their job to teach him right from wrong.
Aur agar baby paani bhi phenke, to bura kya manna? All for one and one for all, after all. Khud hi toh seekhaya hai!

Aakhir hai to end mein:

"Let my soul smile through my heart and my heart smile through my eyes, that I may scatter rich smiles in sad hearts." - Paramahansa Yogananda