How it works?
JPEG.rocks re-encodes images using a lossy algorithm, so the quality looks exactly the same for a human eye, but the size can be reduced by a big factor. Under the hood it uses mozjpeg, a rock solid tool that has been in development for many years, and brings it inside the browser thanks to WebAssembly.
Why a lossy conversion?
Because it's a good fit for most usages: the resulting images cannot be distinguished from the originals, and the image size improves dramatically. However, if you need pixel-perfect results this tool is not for you. But we are planning to add lossless re-encoding soon :)
How can I be sure that images never leave my device?
JPEG.rocks is open source, so you can always have a look at how it works and what it does. Furthermore, it does not use any kind of persistence storage: no cookies, no local storage; it doesn't implement shady techniques using service workers.
If you want to be 100% sure, you can make a test. Wait for the app to be loaded and then unplug your cable or put your device in airplane mode. Since JPEG.rocks is implemented entirely as a client-side application, it will works as well even without an internet connection.