Preheat oven to 425 degrees Fahrenheit. 

In a small measuring cup, combine the olive oil, balsamic vinegar, garlic, kosher salt, and pepper. Pour half the marinade over the red beets and half over the yellow and orange beets. Toss to coat the beets with the marinade.

Transfer the yellow and orange beets to half of a 9- x 13-inch (20- x 30-centimeter) baking pan. Place the red beets in the center of a medium-sized piece of aluminum foil. Seal the foil like a packet and place on the second half of the pan. Roast for 30–35 minutes, mixing the yellow and orange beets frequently until soft and tender. Remove beets from oven and cool.

Place the precooked cubed red beets in a small bowl. Place the cubed yellow and orange beets in a second bowl.

Place arugula in a large salad bowl. Top with roasted beets, candied pecans, pistachios, and feta cheese, if desired. Toss.

Combine the dressing ingredients and blend well. Pour over beet salad before serving.