Step 1

Lightly score fat cap of roast, spacing cuts about ¾" apart, with a sharp knife, being careful not to slice into the flesh. Season roast generously on all sides with salt and pepper. Mix garlic, rosemary, and 3 Tbsp. oil in a small bowl and rub all over roast. Loosely cover with plastic wrap and chill at least 12 hours and up to 2 days.

Step 2

Preheat oven to 200°. Place roast on a wire rack set inside a large rimmed baking sheet. Roast until an instant-read thermometer inserted into the thickest part of meat registers 118°–120° for medium-rare, about 2½ hours. Let rest 1 hour (internal temperature will continue to climb to 125°–130°).

Step 3

Mix together yogurt, sour cream, horseradish, and lemon zest in a small bowl; season sauce with salt.

Step 4

Heat remaining 2 Tbsp. oil in a large skillet over medium. Cook roast just until browned, about 2 minutes per side. Transfer to a cutting board and thinly slice. Serve with horseradish sauce, rolls, and cornichons.

Step 5

Do Ahead: Beef can be roasted and browned 3 days ahead. Cover and chill. Let sit at room temperature 1–2 hours before serving.