Roglič took overall honours at this year's Dauphine, but Vingegaard stole the show in Stage 8, launching a devastating acceleration on the Plateu de Solaison with the Slovenian in his wheel as they rode together unchallenged for the final five kilometres.
The pair coasted into the finish arm in arm, with Roglič graciously giving Vingegaard the stage win in a show of recognition for the Dane's huge effort.
“Primož told me that I could get the stage," Vingegaard said following the stage.
"And I’m happy about that. He also won the GC also. We have to be very happy about how everything went.
"Both myself and Roglič were strongest. I can take a lot of confidence from this win. I’m super happy.”
Three-time Grand Tour winner Roglič would appear to take the helm as Jumbo-Visma's team leader for this year's Tour de France, but the performance of Vingegaard raises the question of if there should be two leaders in yellow.
After the Slovenian abandoned last year's race before Stage 9, it was Vingegaard that stepped up and seriously pushed eventual winner Tadej Pogacar (UAE Team Emirates) in parts.
It's those moments that have Vingegaard believing he can be even better this year and beat Pogacar and the rest of the field to the yellow jersey.
“I do think I have a good chance,” he said in his stage winner’s press conference.
“What really started the belief was that I was able to drop Pogačar on Mont Ventoux last year.
"Then with the development I’ve had this year and how it’s going so far. A lot of things can happen in the Tour.
"I’ll just do my best, the team will do their best, and we’ll see what the result will be.”
While the debate has begun on who is really the strongest on Jumbo-Visma, Vingegaard said there's no such tension between him and Roglič, insisting they're just happy to see each other succeed for the good of the team.
“Me and Primož are great friends," Vingegaard said.
"We really like each other’s company - both with our families and us two together. We just have a great time together.
“We also care about each other. When Primož wins, I’m also super happy, and the other way around. There are no hard feelings if one of us wins.
"We’re both super good teammates that way. We are really happy when the other is doing great.”