Please consider that the Responsive Layout adjusts the width of elements dynamically to fit within the device width. You are using some Advertisements in the right sidebar area which have fixed width and can not be reduced. You can add some css code in the style-responsive.css file so that the iframe or advertisement elements can be adjusted automatically or the Right Sidebar always keep the same width.
The Theme can think for WordPress and Theme Generated Elements. When you will add any customized elements you should customize the CSS coding as per your requirements.
