@EyTony-
Rokus have no DVR capabilities. Some of the "cable replacement" sevices to which you can subscribe and view via streamers like Roku (such as Hulu plus Live TV, YouTube TV, and a few others) include DVR capabilities using their own servers.
Roku Community Streaming Expert
I am not a Roku employee, only a user like you. Please, no support questions via private message -- post them publicly to the Community where others may benefit as well.
If this post solves your problem please help others find this answer by clicking "Accept as Solution.".
Ultra 4850 | Ultra 4800 | Streaming Stick 4K+ 3821 | TCL Roku TV 43S245/C107X