"I wanted to be loyal to them because they had been loyal to me," he said.
The trip back has been slow at times. Daley was shut down twice last season because of bursitis.
Although doctors and trainers assured him that this was a common setback, Daley acknowledged that it was hard not to be concerned while he sat waiting.
The only game action Daley got in 2012 was in two Instructional League games in the fall.
Daley stayed behind after spring training this April, admitting he was not quite ready.
Two conversations with Yankees senior vice president of baseball operations Mark Newman followed, one to tell Newman "he was close, but not quite there" and another when Daley felt ready after three weeks of extended spring training.
Newman agreed with Daley's self-assessment each time.
"He was great with me," Daley said.
Two levels of minor leaguers have shown that they were no match for the veteran from Flushing, N.Y. Daley is doing his best to prove that he is too good for the highest level of the minors as well.
Daley struck out 10 in 5 1/3 scoreless innings over four games at Class A Tampa. He went 3-0 with a 1.00 ERA while fanning 11 more in 10 innings at Class AA Trenton.
After a dozen games at Class AAA, Daley does not have a decision, but has posted a 2.51 earned run average. He has struck out 19 while giving up just eight hits and four walks in 14 1/3 innings.
Jeter left Monday's game after going 0-for-2 with a walk. As a portion of the crowd began to filter out, Daley snuck in to work two perfect innings.
Those who stuck around to see the entire game saw a standout performance in the low-profile role of middle relief. Daley struck out four of the six batters he faced and threw 18 of 22 pitches for strikes, throwing only two balls after the first batter he faced.