Is that incorrect? How so?
Merriam Webster defines racism as "a belief that race is the primary determinant of human traits and capacities and that racial differences produce an inherent superiority of a particular race." It defines predjudice, among other things, as "an irrational attitude of hostility directed against an individual, a group, a race, or their supposed characteristics." Judging from the comments he made in his Sport Illustrated interview Rocker's own words show his claim that he isn't predjudiced or racist to be total bullshit.
But since it's possible he's never even opened a dictionary much less looked up either word then maybe he can be excused for the mistake.