Is that a flat plate rudder (the part actually in the water)?
Reminds me of an old Ted Williams Jetwind I have (Sunfish knockoff). The thin flat rudder blade is notorious to stall at surprisingly low angles. The farther you turn the rudder the less turning effect the thing has. Especially bad in light air/slow boat speeds; she takes a very light and patient hand on the tiller. Try keeping tiller angle under 10 degrees from center (except in mid-tack) and see what happens.
Not all factory-original designs are optimal, you might be better off with a homebrew blade of the same side view shape but a little more thickness and rounded edges (like a Sunfish), or even a foil shape (like a Laser).
Another thing - I can't tell from the photo, but if your jib sheet leads are WAY off forward and inboard to the point where the jib leech (trailing edge) actually hooks, you're doomed -- you'll go off to leeward like a folded-paper toy boat. And your main is fairly high-aspect compared to the jib, it will be easy to overtrim it and stall it, making it ineffective compared to the jib. All of which also gets worser in lighter air.
Or I could be completely wrong. We're all trying to be helpful but without actually sailing her we're taking (hopefully educated) stabs in the dark.