Flying on a small plane is always going to be risky, because if an airline has to cancel a flight, they're going to pick the one that inconveniences the fewest people, which is going to be the little planes.

But yes, more generally, when Delta advertises about how well it's doing in the DOT on-time ratings, that refers only to Delta mainline flights. Regional partners can be all over the place -- for example the now-closed former Delta subsidiary Comair used to routinely be near the bottom of the on-time rankings.