Differential delay equations arise very naturally, but they are much more complicated than ordinary differential equations. Polyfold theory, originally developed for the study of moduli spaces of pseudoholomorphic curves, can help to understand solutions of certain delay equations. In my talk, I will show an existence result about periodic delay orbits with small delay. If time permits, we can discuss possible further applications of polyfold theory to the differential delay equations. This is joint work with Peter Albers.