My Rock is Christ, you're not alone, believe me. I really put a lot of hope in Rabbi Kaduri's prophesy that the Lord was going to return on the month of AV in the Jewish Year 5772, which ended today. Wow, what a let down.
But to answer your question, yes, we might be disappointed from time to time when anticipated dates comes and goes, but the best thing to do is focus on the nation of Israel. We are definitely in the season, seeing prophesy being fulfilled before our very eyes. As example of that is the turmoil in the Middle East directing their hatred towards Israel as stated in Psalm 83:4. Another good marker is the triad of blood moons in the years 2014 and 2015. Personally, I believe this is an indicator of the middle of the tribulation, where the antichrist reveals himself in the abomination of desolation in Daniel 9:27. Historically, blood moons have always been a bad omen for Israel.
One last thing. That is why there is a crown for watchers, because the Lord knew that it wasn't going to be easy. But take heart. It says in Romans 8:18:
For I reckon that the sufferings of this present time are not worthy to be compared with the glory which shall be revealed in us.
Be encouraged. We're almost home.
“Being confident of this very thing, that He who has begun a good work in you will complete it until the day of Jesus Christ.” — Philippians 1:6