Could either be simple interference, a network setting, or even a bad power adapter.
Easy things to try before adjusting network settings.
Restart the Roku device (Settings/System/System Restart or Settings/System/Power/System Restart) and reboot your Router.
Try using another power adapter (cell phone charging adapter 5volt 1 amp).
Post back with Roku model number if still having issues. (Settings/System/About)
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