The right way, wrong results.

It seems like the more effort I excert the less reward I receive.

The goal is to be the best possible version of yourself. The feedback given does not always permite that. An example would be the harder you workout the more pain you experience, or the more work you do the greater chance of making a mistake. You have to endure this negative feedback in order to improve.

I mean... If you work out the wrong way and ended up hurting your muscles, which then you'll need time to recover, yeah... Effort put in the wrong direction doesn't help you, and may often hurt you instead.