In June 1940, Dalio and Lebeau left Paris ahead of the invading German army and reached Lisbon. They are presumed to have received transit visas from Aristides de Sousa Mendes, allowing them to enter Spain and journey on to Portugal. It took them two months to get visas to Chile. However, when their ship, the S.S. Quanza, stopped in Mexico, they were stranded (along with around 200 other passengers) when the Chilean visas they had purchased turned out to be forgeries. Eventually they were able to get temporary Canadian passports and entered the United States. Meanwhile, the advancing German Nazi army in occupied France used posters of his face as a representative of "a typical Jew". All other members of Dalio's family died in Nazi concentration camps.