Genre
Fantasy; Science Fiction; Adventure
Fantasy
From Ewoks to Force Lightning, Return of the Jedi is, in a word, fantastic. (Not just because it's so awesome.) It has all of the magical markers of a fantasy film: mystical events like the return of Yoda and Obi-Wan; supernatural powers, like those bestowed by The Force; exotic locales like Tatooine and Endor; and outlandish creatures like the unsettling band of misfits who call Jabba's palace home.
Movies in the fantasy genre are all about escapism, and you'd be hard-pressed to find a setting more remote than "a long time ago in a galaxy far, far away."
Science Fiction
Sci-fi is a genre as vast as the universe itself.
Here's how Return of the Jedi fits in: first, it's littered with fictional science and technology, like spaceships, lightsabers, and interstellar travel. Second, it's loaded with aliens. By definition, every character in the film is an extraterrestrial from outer space. That's right, even Luke. Last but not least, there's the Force, which is essentially a morally-charged form of ESP. Political or social unrest is also a popular theme in science fiction movies, and Return of the Jedi has that, too, as the Rebel Alliance fights to end the tyrannical rule of the Empire.
Adventure
Return of the Jedi is an adventure film with a twist. We have a hero, Luke, on an epic quest to save his father. We have a historical time period, albeit it a vague one—"a long time ago." We have swashbuckling lightsaber duels full of hacking, slashing, and parrying. We have battles up the wazoo, and a full-scale rebellion being waged against the evil Empire. All standard stuff when it comes to adventure flicks.
However, Return of the Jedi tweaks the conventions of the adventure genre with its location. Adventure films are typically set in exotic locales. With its vast, outer space setting, Jedi takes the idea of exoticism to the extreme. It doesn't so much break from convention as it expands it. Jungles and pirate ships are one thing; the forest moon of Endor and Jabba's house of horrors are something else entirely.