Does your Capfile have the following?
require 'capistrano/rails'
require 'capistrano/rvm'
capistrano/rails includes dependencies for bundler, assets and migrations.
https://github.com/capistrano/rails/blob/master/lib/capistrano/rails.rb
https://github.com/capistrano/rvm
Also make sure to read the readme on capistrano/rvm, as you need to have the correct capistrano/bundler version.