Preheat the oven to 450°F and line a sheet pan with parchment paper. In a large bowl, toss the bell pepper strips and red onion with 3 tablespoons of olive oil, balsamic vinegar, garlic, and oregano. Season with half the salt and pepper and spread evenly on the sheet pan. Roast for 8 minutes.
Meanwhile, brush the tuna steaks with the remaining olive oil and season with rosemary, remaining salt, and pepper. After the vegetables have roasted for 8 minutes, push them to one side of the pan and place the tuna steaks on the empty space.
Roast for 4-6 minutes for medium-rare, or longer if you prefer your tuna more well-done. The peppers should be tender and lightly charred.
Remove from the oven and let rest for 2 minutes. Sprinkle the capers over the vegetables and serve the tuna sliced over a bed of fresh arugula with the roasted peppers alongside. This dish captures the bold, sun-soaked flavors of the Mediterranean coast.