And although the Saxo-Tinkoff rider insisted that "defending the jersey all the way to Madrid would be optimistic", taking his first ever Grand Tour lead in the same week that he won his first ever Grand Tour stage makes Roche, as he said afterwards, "the happiest man on earth."
"I had to play my card," the 29-year-old, third on the stage said, "I benefited from an opening when there was a bit of a stall in the pack with two kilometres to go.
"I have never had a Grand Tour lead before and with just eight seconds difference [before Saturday's stage on Vincenzo NIbai] I really wanted to try for it.
"I was so close in the Tour de France on the overall lead, just eight seconds back, and I had to give it everything here. I was a bit on the limit at one point when I accelerated, but I really wanted to try and get the lead."
Roche's best overall finishes in Grand Tours are twelfth in the Tour de France last year, twelfth in last year's Vuelta and seventh in the 2010 Vuelta. And he recognised that he is "not the strongest rider here fighting for GC. It would be extremely optimistic to say I'll defend the lead all the way to Madrid.
"But this has been an incredible week for me, and all I can think of right now is trying to get through these three days in the mountains. The team has done a great job keeping me in position and tomorrow I want to try and defend it as best as I possibly can."
It is certainly proving to be an exceptional Vuelta for Saxo-Tinkoff, who have the teams classification lead and two stage wins already in the bag. Roche is also leading in the King of the Mountains competition and the combination classification. Coming a year after Saxo-Tinkoff won the race outright with Alberto Contador, the Spanish race is once again proving fruitful territory for the Danish squad.