Preheat oven to 350F. Put the beetroot in a bowl and mix with olive oil, oregano and salt and pepper to taste. Place the beetroot on a roasting pan covered with parchment paper, and into the oven. Roast for about 1 hour or until soft when poked with a fork, turning once during cooking.
While the beets are in the oven, put the horseradish in a medium size bowl with oil, vinegar, and salt to taste. Mix thoroughly with a spoon.
Take the beetroot out of the oven and allow to cool down. Place the beets and prepared horseradish in a large bowl, and mix until well combined. Add salt and pepper to taste, as well as extra olive oil, if needed. Serve slightly chilled, in a bowl (as a salad) or on crackers or toasted baguette, with chopped parsley on top, if desired.