I am sure that everyone remembers Princess Marthe Bibesco's touching portrait of Alexis and Joy during the Czar's visit to Roumania for the possible engagement of Olga to Carol in 1914. I would like to quote it:
"When the military show was over and the imperial family had left for their yacht, where they were offering an intimate tea to their hosts (the Roumanian Royal family), we all went back to the harbor and I had an hour's rest on the deck of the Carlous Primus (Princess Bibesco's yacht)...
The sun was setting, soon the great day would be over. I could see from the chair on which I was lying a small space of the promanade deck (of the Czar's yacht). Suddenly a spaniel appeared, and running after it, the Czarevitch in his sailor suit. His shrill voice came to my ears, carried on the evening breeze: "Joy! Joy! come here," the child called to his dog. I saw them for one short moment; then both disappeared...
In the middle of the summer of 1918, I heard in a curious way of the terrible death of the imperial family. A maid who had been for a long time in our house, by birth an Austrian, was found by me one day in the linen room crying bitterly over an unfolded newspaper. She said through her sobs, "And to think that the Emperor has taken his little boy in his arms to be sure to die the same time as he, and the four your girls too, and they haven't died at once and one heard them scream, it is too dreadful." Shocked myself I had the greatest difficulty in calming the maid's despair...
That same night it seemed to me I was dreaming, and I saw with the precision that accompanies a nightmare, just this little space of the promenade deck on the imperial yacht. A spaniel appeared pursured by a handsome child. The last words of the dying Czarevitch in my dream had been those brought to my ears by the evening breeze: "Joy! Joy! come here!"