Happening on every channel
What do I do ? Happening with all channels
Do you get any sort of error message?
If you are powering your Roku by plugging into the USB port on the TV, try powering from house power via a USB power adapter -- one may have been supplied with the Roku*.
The ports on many televisions only supply 0.5 amp or less, which is not enough to power a Roku reliably. It may appear to start up okay, but when it runs into something that requires more power than the tv's USB port can provide, something's got to give. Frequently this results in shutting down the stream you are viewing and exiting back to the Roku home screen.
If this is a new problem, possibly an update to either the Roku operating software or to some channel app software is using a little more power than in the past. If you were just barely scraping by before, this might push you over the edge.
*If your Roku didn't come with an adapter, or if you don't have a Roku adapter handy, any other USB power adapter you have from another device should work as long as the fine print on it says it outputs at least 1 amp.