Preheat oven to 425°. Cut tops from yellow and candy cane beets, leaving 1/2-inch stems. Peel beets, and cut in half. Cut tops from carrots, leaving 1/2 inch of greenery on each.
Toss yellow beets and carrots with 2 Tbsp. olive oil in a large bowl; place in a single layer on 1 side of an aluminum foil-lined 15- x 10-inch jelly-roll pan. Sprinkle vegetables in pan with 1/2 tsp. salt and 1/4 tsp. pepper.
Toss candy cane beets with remaining 1 Tbsp. olive oil; arrange beets in a single layer on remaining side of jelly-roll pan. Sprinkle with remaining 1/2 tsp. salt and 1/4 tsp. pepper.
Bake at 425° for 15 minutes; stir once, and bake 15 minutes or until tender.