So are you actually streaming or just reading a file off a share.. There is always some confusion when talking about watching a movie of local network.
Is you nas actually streaming to your roku, or is your roku just opening a file off a share -- big difference!!
If the roku does not have gig interface, or your wireless then jumbo wouldn't make a difference either way. I don't see a need or point to running jumbo on a home network -- most devices in a home setup don't support jumbo or dont support the same frame size, etc. So its of little use normally.
If you have devices that support jumbo and you want them to use that - then sure have fun, but your best to prob isolate those on their own segment unless all your devices support it.. Since it can cause way more trouble than its worth.
What specific roku do you have so can lookup the spec's -- for the cost of them, I find gig unlikely. I have a older popcorn hour that only has 100mbit and to be honest it only can do about 65mbit anyway.. Doesn't have much umph in horsepower wise on the cpu or the nic, but plays anything I throw at it.. 1080p off my file share is never an issue.